stata软件教程（人大十八讲） PDF

STATA
STATA

chrisccb@126.com
STATA
STATA ........................................................................................................................1
..................................................................................................................................................2
1 STATA.....................................................................................................................................6
1.1 .....................................................................................................................................6
1.2 .........................................................................................................................6
1.3 .................................................................................................................8
1.4 .........................................................................................................9
1.5 ...........................................................................................................................10
1.6 ...................................................................................................................11
1.7 .......................................................................................................................12
1.8 ...................................................................................................................................13
2 .....................................................................................................................................15
2.1 .......................................................................................................15
2.2 command...................................................................................................................15
2.3 varlist.........................................................................................................................15
2.4 by varlist...........................................................................................................16
2.5 =exp..............................................................................................................16
2.6 if exp ............................................................................................................17
2.7 in range.............................................................................................................17
2.8 weight.......................................................................................................................17
2.9 ,options.........................................................................................................18
2.10 ....................................................................................................................19
3 .............................................................................................................................................20
3.1 use ....................................................................................20
3.2 ...........................................................................................................................21
3.3 ...................................................................................................................24
3.4 :format .......................................................................................................26
3.5 STATAinput..................................................................................27
3.6 insheet ...........................................................................................30
3.7 :label..................................................................................................................32
3.8 ......................................................................................................................35
4 ....................................................................................................................................36
4.1 ...............................................................................36
4.2 :......................................................................................................36
4.3 .......................................................................................................39
4.4 ...........................................................................................................................39
4.5 :..................................................................................................................41
4.6 .......................................................................................................................42
5 .............................................................................................................................44
5.1 exp.........................................................................................................................44
5.2 function .............................................................................................................46
5.3 math functions...................................................................................................47

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STATA
5.4 string functions..................................................................................................50

5.5 by......................................................................................................................51
6 ............................................................................................................................................54
6.1 ......................................................................................................54
6.2 STATA ...........................................................................54
6.3 Macros: local/global.................................................................................................57
6.4 ..................................................................................................................59
6.5 scalar .........................................................................................................................60
6.6 :tempvartempfile ...............................................................61
6.7 ....................................................................62
7 ....................................................................................................................................67
7.1 :while.................................................................................................................67
7.3 :forvalues...........................................................................................................68
7.3 :foreach..............................................................................................................69
7.4 ...........................................................................................................................71
7.5 ...........................................................................................................................72
7.6 .......................................................................................................................74
8 ............................................................................................................................................75
8.1 ...........................................................................................................................75
8.2 ...................................................................................................................76
8.3 ...........................................................................................................................78
8.4 ...............................................................................81
9 .............................................................................................................................................84
9.1 ...........................................................................................................................84
9.2 ...................................................................................................................89
9.3 by(varname) ..............................................................................................96
9.4 ...........................................................................................................98
9.5 ...................................................................................................................................99
10 .................................................................................................................................100
10.1 .......................................................................................................................100
10.2 .......................................................................................................................101
10.3 .......................................................................................................................103
10.4 ...................................................................................................................105
10.5 .......................................................................................................................107
10.6 ...............................................................................................................................108
10.7 ...............................................................................................................................109
11 ................................................................................................................................115
11.1 .......................................................................................................................115
11.2 .......................................................................................................115
11.3 ...........................................................................................116
11.4 ...............................................................................................117
11.5 .......................................................................................................118
11.6 ...........................................................................................................................119
11.7 .......................................................................................................................120

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STATA
11.8 t..............................................................................................................122
11.9 F ............................................................................................................................122
12 .................................................................................................................................125
12.1 .......................................................................................................................125
12.2 .......................................................126
12.3 ...........................................126
12.4 ...........................................................................128
12.5 F ....................................................................................................................129
12.6 t..........................................................................130
12.7 ...............................................................................................................131
13 ............................................................................................................133
13.1 ...................................................................................................133
13.2 .......................................................................133
13.3 OLS ...............................................................................................134
13.4 MM............................................................................................................135
13.5 ...............................................................................................................135
13.6 ...............................................................................................................136
14 ........................................................................................................................138
14.1 ...............................................................................................................138
14.2 .......................................................................................................................142
14.3 ...............................................................................143
14.3 ...........................................................................................145
15 .............................................................................................................................147
15.1 ...............................................................................................................147
15.2 ...............................................................................................................148
15.3 ..................................................................................................150
15.4 () ...............................................................................................151
15.5 WLSGLS..............................................................................................154
15.6 FGLS ........................................................................................155
Equation Chapter 1 Section 116 ..........................................................................157
16.1 ...............................................................................................................157
16.2 ..........................................................................................158
16.3 AR ............................................................................160
16.4 MA ...............................................................................................163
16.5 ..........................................................................................................167
16.6 ...................................................................................................................168
16.7 ......................................................................................................................170
17 .....................................................................................................172
17.1
17.2
17.3
17.4
17.5
17.6
OLS ..............................................................172
OLS...................................173
OLS ......................................173
......................................................................................................175
......................................................................................................176
......................................................................................................177

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STATA
17.7 ......................................................................................................177
17.8 ..........................................................................................177
18 .............................................................................................................179
18.1 ..............................................................................................................179
18.2 ..............................................................................................................181
18.3 ..........................................................................................................182
18.4 ......................................................................................................184
18.5 ..........................................................................................................187
.......................................................................................................................................189

chrisccb@126.com
STATA
1 STATA
Stata SASSPSS
Stata
Stata
Stata
ADO
Stata STATA
Stata
Stata
STATA Computer Resource Center STATA
1985 2007 1.11.2,7.0
8.09.010.0 9.2
1.1
(1) http://www.pinggu.org/bbs/dispbbs.asp?boardID=67&ID=97705&page=2
stata9.rar
(2) D:/stata9
(3) setup >> D:/stata9>> Stata/SE
1.2
(1) Stata Stata

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STATA
(2) D:/stata9>> wsestata>> sn

5
(3)
Prefs>>save windowing preference

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STATA
Stata
DOS
review
Stata
Log Window
Help
(4) X
D: /stata9 C
c
1.3
STATA auto.dta
1.3.1
1
STATA
auto.dta
2 auto

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STATA
12 74
AMC Concord
4099
3 X
1.3.2
use "D:\Stata9\auto.dta", clear

edit
auto
copy text
STATA STATA
. use "D:\Stata9\auto.dta", clear
. edit
auto X
1.3.3
Review
save review
content mydo
STATA STATA
mydo.do
1.3.4
STATA
1.4
STATA STATA
10 STATA

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STATA
STATA 1
1.4.1
. help
STATA
. help summarize
: Help>>stata command
summarize help summarize
Description
Examples
. findit scat3, net

. search scat3, net
scat3 scat3 STATA
1.4.2
(1) STATA http://www.stata.com
(2) STATA http://www.stata.com/links/resources.html
(3) STATA http://www.stata-press.com
(4) STATA http://www.stata-journal.com/
(5) STATA
http://www.stata.com/support/faqs/
http://fmwww.bc.edu/gstat/docs/gsafaq.html
http://www.ats.ucla.edu/stat/stata/examples/default.htm
1.5
1.5.1
. di 5+9
. di 5-9
. di 5*9
. di 10/2
. di 10^2
. di exp(0)
. di ln(1)
. di sqrt(4)
di display
1
2

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10
STATA
STATA
1.5.2
. use auto, clear

. sum price
. sum weight
. sum price weight

1.5.3
. scatter price weight

. line price weight, sort
1.5.4
x, (x=1,2,1000); y=x+100.
. clear
. set obs 1000
. gen x=_n
. gen y=x+100
1.5.5
. list n
lq
ctrl+break
1.6
1.6.1
1 1000 set more off set more
on
. set more off
. list
. set more on
. list
.q
1.6.2
. clear
1.6.3

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11
STATA
. memory
. set memory 10m

1.6.4
. cd d:/stata9
dir
. dir
D mydata
mkdir
mkdir d:/mydata
cd
. cd d:/mydata
1.6.5
STATA
. list myvar
myvar
variable myvar not found
r(111);
myvar
List
r(111)
sum sun
. sun
unrecognized command: sun
r(199);
sun
1.7
1 clear, help, list, whelp, use, search, cd
2 2
3 8+2*ln(100)-e3/5^2

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12
STATA
1.8
1.8.1 1
*============================chp1.do====================================
clear
//
set memory 10m

cd d:/stata8
//
//
use auto
// auto.dta
*
sum price
//
sum price weight
//
use /**/ auto, clear

sum weight ///
price
///
length
//
scatter price weight //
clear
set obs 1000
gen x=_n
gen y=x+100
//
// 1000
// 1 1000 x
// y,y 101 1100
/*
1 *STATA
2 /**/
3 ///
4 //
/**/
*/
*============================end=================================

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13
STATA
1.8.2 2
help
search
cd
set memory 20m
clear
use
save
input
edit
infile
insheet
append
merge
xpose
reshape
generate
egen
rename
drop
keep
sort
encode
decode
order
by
describe
codebook
list
count
inspect
table
tabulate
display
log
STATA 20m
STATA

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14
STATA 2
2
2.1
[by varlist:] command [varlist] [=exp] [if exp] [in range] [weight] [, options]
[ ], command
2.2 command
. cd d:/stata9
. use auto, clear
// auto.dta, clear
. summarize
/*
_all */
. summarize _all //
. sum
//sum summarize
. su
// su summarize s
.s
//
unrecognized command: s
summarize su
list l
list [varlist] [if] [in] [, options]

summarize [varlist] [if] [in] [weight] [, options]
list
list more,
set more on
1.6.1
2.3 varlist
varlist
. cd d:/stata9
. use auto, clear
. sum price
//
. su p
//,
. su t
// ttrunk turn
STATA t
m ambiguous abbreviation
/
. sum tr tu
// trunk turn

chrisccb
15
STATA 2
. su t*
// t t*
()
_all _b byte _coef _cons double float if in int long _n _N _pi _pred _rc _se _skip using with
_ ,
_ 32
_ STATA _
2.4 by varlist
, foreign
1 Foreign0 Domestic
. cd d:/stata9
. use auto, clear
. sum price weight
*
. by foreign: sum price weight //
*/
. sort price
//
. by foreign: sum price weight
*not sorted
/* by varlist
by sort price
foreign */
. sort foreign
//
. by foreign: sum price weight
*
. by foreign, sort: sum price weight
gsort
. sort - price
. sort foreign -price
//
/*
*/
2.5 =exp
nprice price

chrisccb
16
STATA 2
10
. cd d:/stata9
. use auto, clear
. gen nprice=price+10
// nprice price+10
. list price nprice
//
/* generate( gen)
nprice, 10
. replace nprice=nprice-10
/* replace
nprice price */
. list price nprice
//
2.6 if exp
if foreign==0 */
. cd d:/stata9
. use auto, clear
. list make price if foreign==0
* 1
. list make price if foreign==1 & price>10000

* 1
. list make price if foreign==1 | price>10000
* 1
. by foreign, sort: list make price if price>10000
2.7 in range
10 10
. cd d:/stata9
. use auto, clear
. sort price
. sum price in 1/5
1/5 1 5 12345
10
. sum price in 1/10 if foreign==0
2.8 weight
2005 640
score num 640

chrisccb
17
STATA 2
score
num
650
193
649
26
648
23
647
16
646
21
645
26
644
32
643
23
642
38
641
29
640
38
STATA
. clear
// STATA
. edit
paste
STATA
. sum score
// 640
sum
. sum score [weight=num] /* sum score

*/
. sum score [w=n]
//w weight n num
2.9 ,options
*/
. sum score, detail
. sum score, d
//d detail
1%5% 1%
10%50%
detail 5 5
*list
. cd d:/stata9
. use auto, clear
. list price in 1/30, sep(10)
// 10
. list price in 10/30, sep(2)
// 2
. list price, nohead
//

chrisccb
18
STATA 2
2.10
2

chrisccb
19
STATA 3
case
3.1 use
3.1.1
STATA .dta STATA
use
sysuse
. use auto,clear
// auto.dta
. cd d:/
// d:/
. use auto, clear
file auto.dta not found //, auto.dta d:/
r(601);
. sysuse auto,clear //
Auto : 1978
Bplong
Cancer
Census1980
Citytemp
Educ99gdp GDP
Gnp96 1967-2002 GNP
Lifeexp
Nlsw88
Pop2000 2000
Sp500 S&P500
Uslifeexp 1900-1999
Voter 1992
3.1.2
use
sysuse
. use nlswork, clear
file nlswork.dta not found

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20
STATA 3
. use http://www.stata-press.com/data/r9/nlswork //
. webuse nlswork, clear // STATA
webuse http://www.stata-press.com/data
webuse
.
. use http://fmwww.bc.edu/ec-p/data/wooldridge/CEOSAL1
2.3 CEO
use *.dta.dta STATA
SAS SPSS SAS

SPSS STATA transfer
3.2
STATA
3.2.1
0129 +.
1,024 1024.
5
-5
5.2
5.2e+3
5.2e-2
5200 0.052. e
3
10 5.2e+3 5.2*10 =5200
0-
--------------------------------------------------------------------byte
-127
100
+/-1
1
int
-32,767
32,740
+/-1
2
long
-2,147,483,647
2,147,483,620
+/-1
4
float
-1.70141173319*10^38 1.70141173319*10^36
+/-10^-36
4

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21
STATA 3
double -8.9884656743*10^307 8.9884656743*10^307

+/-10^-323
8
1 1.0000 ,(0.5,1.5),
(0.99995,1.00005)
. clear
. set obs 1
//
obs was 0, now 1 //,,
. gen a=1
// a, a 1
.d
/*d describ describ
a storage type float
*/
Contains data
obs:
vars:
size:
1
1
8 (99.9% of memory free)
storage display
type
format
float %9.0g
value
label
variable name
variable label
a
Sorted by:
Note: dataset has changed since last saved
. compress //
a was float, now byte
//a
.d
// a storage type byte
. replace a=101
/* a storage type int
byte 100*/
a was byte now int
(1 real change made)
. replace a=100
. compress
.d
// byte
. replace a=32741
// long , int 32740
. gen double b=1
// b
. recast double a
// a b
.d
// a b
3.2.2

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22
STATA 3
244 str# str20

20 6
String
string
string
string
//

//
125.27
//125.27
$2,343.68
I love you
125.27 real()
destring 3.3.1
3.2.3
STATA 1960 1 1 0 1959 12 31
-1 2001 1 25 15000
16
1999 12 10
jan/10/2001
10jan2001
...
-15,000
--- 01dec1918
-31
---01dec1959
...
-1 --- 31dec1959
0 --- 01jan1960
1 ---02jan1960
...

chrisccb@126.com
23
STATA 3
31 ---01feb1960
...
15,000 ---25jan2001
3.2.4
.
. display 2/0
STATA .
.-9996
..-9996
. mvencode age,mv(-9996)
. mvdecode age,mv(-9996)
3.3
: destring1, destring2 tostring
*3.3.1 destring
*destring
.webuse destring1, clear
.des
/*storage type str#
#*/
Contains
data
from http://www.stata-press.com/data/r9/destring1.dta
obs:
10
vars:
5
3 Mar 2005 10:15
size:
240 (99.9% of memory free)
storage display
value
variable name type
format
label
variable label
id
str3
%9s
num
str3
%9s
code
str4
%9s
total
str5
%9s
income
str5
%9s
.sum
//
.gen nincom=incom+10 //
*type mismatch
// income 10
.destring, replace //replace
.sum
//
.gen nincom=income*1.3 // 30%!

chrisccb@126.com
24
STATA 3
.list nincom income

// 30%!
*---------------------------*destring2 data
.webuse destring2, clear
.des
// str
.list date
// date
date
-----------1. 1999 12 10
2. 2000 07 08
3. 1997 03 02
4. 1999 09 00
.destring date, replace
// date
*date contains non-numeric characters; no replace /*
*/
.destring date, replace ignore( )
/*
*/
date: characters space removed; replaced as long // long
.des
// date storage type long
.list date
//
date
---------1. 19991210
2. 20000708
3. 19970302
/* date price percent
*/
.destring price percent, gen(price2 percent2) ignore($ ,%)
.list
// price2 $percent2 %
date
price
price2 percent percent2
--------------------------------------------------------1. 19991210
$2,343.68
2343.68
34%
34
2. 20000708
$7,233.44
7233.44
86%
86
.d
// price2 percent2 double byte
*3.3.2 tostring
.webuse tostring, clear
/*
*/
// month
.des
.list
.gen date1=month+/+day+/+year //
type mismatch // month ,,
r(109);

chrisccb@126.com
25
STATA 3
.tostring year day, replace //

.des
//,
.gen date1=month+/+day+/+year //
.list
// date1/
.gen date2=date(date1,mdy)
/* date 1960 1 1
0 date1
mdy date1
*/
.list
// date2
* 1975 12 27
.di date(1975/12/27,ymd)
3.4 :format
/*format */
.webuse census10,clear
//
.des
// display format
storage display
value
variable name type
format
label
variable label
state
str14
%14s
State
region
int
%8.0g
cenreg
Census region
pop
long
%11.0g
Population
medage
float
%9.0g
Median age
*, stata %14s 14 ,%
.list in 1/4
//:
state
region
pop
medage
-----------------------------------------1. Alabama
South
3893888
29.3
2.
Alaska
West
401851
26.1
3.
Arizona
West
2718215
29.2
4. Arkansas
South
2286435
30.6
.format state %-14s // stata ,14
.list in 1/4
//,state
+------------------------------------------+
state
region
pop medage
-----------------------------------------1. Alabama
South
3893888
29.3
2. Alaska
West
401851
26.1
3. Arizona
West
2718215
29.2
4. Arkansas
South
2286435
30.6
.format region %-8.0g /*region
,.

chrisccb@126.com
26
STATA 3
.list in 1/4
// region
.format pop %11.0gc
/*pop %11.0g, c,
,c comma .*/
.list in 1/4
//,
state
region
pop
medage
------------------------------------------1. Alabama
South
3,893,888
29.3
2. Alaska
West
401,851
26.1
3. Arizona
West
2,718,215
29.2
4. Arkansas
South
2,286,435
30.6
5. California
West
23667902
29.9
* 11 ,
.format pop %12.0gc // pop 12
.list in 5
// pop
5. California West
23,667,902 29.9
.format medage %8.1f // medage
.list in 1/4
state
region
pop medage
-------------------------------------------1. Alabama
South
3,893,888
29.3
2. Alaska
West
401,851
26.1
3. Arizona
West
2,718,215
29.2
4. Arkansas
South
2,286,435
30.6
.gen id=_n // id 123
.replace id=9842 in 3 // id 9842
.list in 1/3
state
region
pop
medage
id
-------------------------------------------1. Alabama
South
3893888
29.3
1
2. Alaska
West
401851
26.1
2
3. Arizona
West
2718215
29.2
9842
.format id %05.0f
//
.list in 1/3
//, id 5
state
region
pop
medage
id
-------------------------------------------------1. Alabama
South
3893888
29.3
00001
2. Alaska
West
401851
26.1
00002
3. Arizona
West
2718215
29.2
09842
3.5 STATA input

3.5.1

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27
STATA 3
id
economy
40
80
90
70
53
1 >>>>
var1 >> id>> label >>

var2 >> name>> label >>
>> student >>

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28
STATA 3
STATA
3.5.2
id
name
economy
John
40
Chris
80
Jack
90
Huang
43
Tom
70
command (,
)
clear
//
input id str10 name economy
// str10.
1 John 40
//
//
2 Chris 80
3 Jack 90
4 Huang 70
5 Tom 53
end
//
save economy
// economy
3.5.3
1 do file editor
clear
//
input id str10 name economy
// str10.
1 John 40
//

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29
STATA 3
2 Chris 80
3 Jack 90
4 Huang 70
5 Tom 53
end
//
save economy,erplace // economy
2 mydo
3
3.6 insheet
STATA
STATA
3.6.1 insheet
3origin.xls
3origin.csv( CSV
) STATA
. insheet using 3origin.csv, clear
3origin.xls3origin.txt
. insheet using 3origin.txt, clear
double
. insheet using 3origin.txt, double clear
3.6.2 infile
3origin.txt3origin.csv infile STATA
infile id str10 name gender minority economy math using origin.txt, clear
infile id str10 name gender minority economy math using origin.csv, clear
3.6.3 infix
0
origin.
114068
128052
029076
024390

chrisccb@126.com
30
STATA 3
037096
115385
028536
129565
infix gender 1 minority 2 economy 3-4 math 5-6 using origin.csv, clear
3.6.4 outsheet
STATA
acs outsheet
outsheet using myresult.txt

outsheet using myresult.asc
myresult.txt 26
Tab nonames
replace ,
outsheet using myresult.asc, nonames
outsheet using myresult.asc, nonames replace
3.6.4 transfer
Transfer
input File Type
transfer
http://www.pinggu.org/bbs

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31
STATA 3
3.7 :label
pwd
pwd
dir
dir
mkdir
mkdir d:/mydata
cd
cd
cd d:/mydata
describ
des
rename
rename gender sex
label
//
label data
label data 2004
label var
label var name
label value
label define
label values gender genderlb

label define genderlb 1 "" 0 ""
note
note: 9 10
list
list id name
save
save mydata, replace
erase
erase mydata1.dta,replace
help command .
: mydata.dta D/mydata
mkdir label
/
3origin.xls
1
John
40
68
Chris
80
52
Jack
90
76
Huang
43
90
Tom
70
96
Han
53
85
Phillip
85
36
Jin
95
65
id name gender1
0 minority1 2 3
economy math
STATA

chrisccb@126.com
32
STATA 3
*===================chapter2.do==============================
*
/* D mydata
mkdir capture
STATA mydata
*/
clear
capture mkdir d:/mydata
* cd
cd d:/mydata
*3.7.1 rename
/* stata
3origin.dta*/
save 3origin, replace
/* var1, var2,...var6
name describ
*/
use 3origin, clear
des
// var1-var6
renpfix var v
// var v
rename v1 id
// id
rename v2 name
rename v3 gender
rename v4 minority
rename v5 economy
rename v6 math
des
//
*3.7.2 label data
/* label
2007 5632 */
label data 2007 5632
* notes
note: 2007 9 6
*
note
*3.7.3 label var
* label id
label var id
label var name

chrisccb@126.com
33
STATA 3
label var gender 1= 2=

label var minority
*3.7.4 label define label values
*
label define genderlb 1 "" 0 ""
list
// gender 0 1
label values gender genderlb
//
list
// gender
label define minoritylb 1"" 2 ""
label values minority minoritylb
list
*3.7.5 add modify
/* 3
*/
label define minoritylb 3
*
label minoritylb already defined
* minoritylb ,add
label define minoritylb 3 , add
list
label define minoritylb 3 dont know, add
/*dont know
*invalid attempt to modify label
3 ,modify*/
label define minoritylb 3 dont know, modify
list
*3.7.6 dir drop
label dir //
label list //
list
// minority """"dont know
label drop minoritylb //
label dir //
list
// minority 123
*3.7.7 save erase
compress
//
save mydata
// mydata
* mydata.dta, save mydata
save mydata

chrisccb@126.com
34
STATA 3
file mydata.dta already exists

*,
save mydata1
* replace
save mydata, replace
*erase
erase mydata1.dta
*
*===================end==============================
3.8
(1) st+
id
Name
Gender
age
Prov
(2) GDP
*.dta pv+
GDP
(3) input, end, save, exist, clear, list, help, use , search,
use webuse sysuse insheet infile infix

chrisccb@126.com
35
STATA 4
4
4.1
drop
drop math
keep
keep math
append
()
append using math
merge
merge id using math
reshape
reshape long inc,i(id) j(yr)
stack
stack a b c d, into(e f)
xpose
xpose, clear
help command
A
(drop/keep)
append
merge
A
B
4.2 :
4.2.1
4.1 mydata
student.dta, economy.dta
math.dta
mydata.dta
id
name
gender
minority
economy
math
John
40
68
Chris
80
52
Jack
90
76
Huang
43
90
Tom
70
96

chrisccb@126.com
36
STATA 4
6
Han
53
85
Phillip
85
36
Jin
95
65
student.dta
id
name
gender
minority
John
Chris
Jack
Huang
Tom
Han
Phillip
Jin
economy.dta
id
economy
40
80
90
43
70
53
85
95
math.dta
id
math
68
52
76
90
96
85
36
65
*- mydata student-------------------cd d:/mydata/

// d:/mydata
use mydata, clear // 3
drop economy math // economy math

chrisccb@126.com
37
STATA 4
save student, replace // student

*- mydata economy-------------------use mydata, clear // 3
keep id economy // id economy
save economy,replace // economy
*-- mydata math-------------------use mydata, clear
keep id math
save math,replace
4.2.2
4.2 mydata
female.dta male.dta
female.dta
id
name
gender
minority
economy
math
Jack
90
76
Huang
43
90
Phillip
85
36
Tom
70
96
John
40
68
male.dta
id
name
gender
minority
economy
math
John
40
68
Han
53
85
Jin
95
65
Chris
80
52
*---------------- mydata female-------------------use mydata, clear // 3

keep if gender==0 //
save female, replace
*---------------- mydata male-------------------use mydata, clear
drop if gender==0 //
save male, replace

chrisccb@126.com
38
STATA 4
4.3
4.3.1
4.3
female.dta male.dta
mydata1
*- female male mydata1-------use male, clear // male

append using female // female
save mydata1, replace
4.3.2
4.4 student.dta
math.dta, economy.dta mydata2.
*--------- mydata2--------use economy,clear //

sort id
//
save economy, replace //
use student,c clear
//
sort id
//
merge id using economy //
tab _merge
//3 1 2
drop _merge //_merge
sort id
//_merge
save mydata2,replace
use math,clear
sort id
merge id using mydata2 // mydata2 math
drop _merge
save mydata2, replace
4.4
4.4.1
reshape
reshape long inc,i(id) j(yr)
stack
stack a b c d, into(e f)
xpose
xpose, clear

chrisccb@126.com
39
STATA 4
4.4.2 :
4.5 mywide.dta 2003
2004 mylong.dta
mywide.dta
id
name
math2003
math2004
economy2003
economy2004
John
40
13
68
55
Chris
80
64
52
87
Jack
90
55
76
25
Huang
43
60
90
Tom
70
68
96
42
Han
53
10
85
89
Phillip
85
61
36
52
Jin
95
65
84
mylong.dta
id
name
year
math
economy
John
2003
40
68
John
2004
13
55
Chris
2003
80
52
Chris
2004
64
87
Jack
2003
90
76
Jack
2004
55
25
Huang
2003
43
90
Huang
2004
60
Tom
2003
70
96
Tom
2004
68
42
Han
2003
53
85
Han
2004
10
89
Phillip
2003
85
36
Phillip
2004
61
52
Jin
2003
95
65
Jin
2004
84
*--------- mywide --------use mywide, clear

reshape long math economy, i(id name) j(year) //,
save mylong, replace
*--------- mylong --------reshape wide
*

chrisccb@126.com
40
STATA 4
use mylong, clear

reshape wide math economy, i(id name) j(yearr) //,
save mywide2, replace
4.4.3 :
4.6
stata
21
87
23
97
58
56
46
21
79
17
26
42
59
26
29
94
89
35
16
81
62
27
80
76
26
89
11
67
10
37
45
48
40
71
57
37
13
22
72
69
10
96
22
93
*-----------------* STATA
stack var1-var6, into(x) clear
drop _stack
4.5 :
4.7
math.dta
id
math
68
52
76
90
96
85
36
65
newmath.dta
v1
v2
v3
v4
v5
v6
v7
v8
68
52
76
90
96
85
36
65

chrisccb@126.com
41
STATA 4
*-----------------use math,clear
xpose, clear
4.6
clear
input str15 x
"10*123"
"543*21"
"12*422"
"43532*32134"
"4349*1"
end
gen a=strpos(x,"*")
gen b=substr(x,1,a-1)
gen c=substr(x,a+1,.)
l
4.7
drop
keep
merge
append
reshape
xpose
stack
1i+
10
we+
id
name
gender
age
province
2 2000-2005 GDP
myhm+ 10
ourhm+
id
province gdp2000-gdp2005 income2000-2005
ourpv+
4 mylg+

chrisccb@126.com
42
STATA 4
id
province
year
1980
1981
pop
income
1980
1981
gdp

chrisccb@126.com
43
STATA 5
5
5.1 exp
STATA
>
<
>=
&
<=
==
sqrt()
!=
~=
~=
(~)^-
/*-+!=(~=),>,<,<=,>=,==,&,|
5.1.1
+-*/^-
x=4,y=2,-1
x + y x y
xy
. di (4+2^(4-2))/(2*4)
//di display
. di 4-2
// 2
. di 3*5
// 15
. di 8/2
//8 2 4
. di 2^3
//2 8
. di (2+3^(2-3))/sqrt(2*3) //
100
. sysuse auto, clear
. gen nprice=price+foreign*100 /* foreign 0 1
100 */
. list nprice price foreign

chrisccb@126.com
44
STATA 5
5.1.2
+
STATA
. scalar a= +STATA //
. scalar list a
//scalar a a
. scalar a=2 +3
//
type mismatch
r(109);
//
5.1.3
STATA ==
=
. di 3<5
// 1 3 5
. di 3>5
// 0 3 5
. di 3==4
// 0 3 4
65 65
age
38
.
65
42
18
80
. clear
. edit
STATA
. gen agegrp1=(age>=65)
65
. gen agegrp2=(age>=65) if age<.
. gen agegrp3=(age==65) if age<. // 65

. list // agegrp1 agegrp2 agegrp3 if age<.
age
Agegrp1
Agegrp2
Agegrp3
38
65
42

chrisccb@126.com
45
STATA 5
18
80
5.1.4
&|
10000 4000
. list price foreign if price>10000 | price<4000 & forei==0
STATA &|,
. list price foreign if price>10000 | (price<4000 & forei==0)
, 10000 4000
. list price foreign if (price>10000 | price<4000) & forei==0
5.2 function
. help function
Type of function
See help
--------------------------------------+------------------------Mathematical functions
math functions
Probability distributions and
density functions
density functions
Random-number functions
random-number functions
String functions
string functions
Programming functions
programming functions
Date functions
date functions
Time-series functions
time-series functions
Matrix functions
matrix functions
STATA
abs(x)
abs(-9)=9
comb(n,k)
n k
comb(10,2)=45
exp(x)
exp(0)=1
fill()
int(x)
int(5.6) = 5, int(-5.2) = -5.
ln(x)
ln(1)=0

chrisccb@126.com
46
STATA 5
log10(x)
10
log10(1000)=3
mod(x,y)
= x - y*int(x/y)
mod(9,2)=1
round(x)
round(5.6)=6
sqrt(x)
sqrt(16)=4
sum(x)
uniform()
10
invnormal(uniform())
11
real(s)
string(n)
substr(s,n1,n2)
S n1 Substr(this,2,2)=is
n2
word(s,n)
s n
_n
_N
_pi
Work(this,3)=i
3.14159
5.3 math functions

5.3.1
. di sqrt(4)
// 2
. di sqrt(6+3)
// 3
. di abs(-100)
// 100
. di exp(1)
// e1 2.7182818
. di ln(exp(2))
// e2, 2
. di _pi
//_pi 3.1415927
. di cos(_pi)
//_pi -1
clear
set obs 5
// 5
gen x=_n
// x, 12345
gen y1=exp(x)
//
gen y2=ln(x)
//
gen y3=sin(exp(x) ) +cos(ln(x))
//
l
//
5.3.2

chrisccb@126.com
47
STATA 5
. di int(3.49)
. di int(3.51)
. di int(-3.49)
. di int(-3.51)
//int()
// 3
//-3
//-3
. di round(3.49)
. di round(3.51)
. di round(-3.49)
. di round(-3.51)
. di round(3.345,.1)
. di round(3.351,.1)
. di round(3.345,.01)
. di round(3.351,.01)
. di round(335.1,10)
//round() 3
// 4
//-3
//-4
// 3.3
// 3.4
// 3.35
// 3.35
// 340

. gen nprice=price/10000
//
//
. gen nprice2=round(nprice,0.01)
. list nprice*
//
5.3.3 gen egen
clear
set obs 5
gen x=_n
// x, x 1 5
gen y=sum(x)
//
egen z=sum(x)
// y Z
egen r=rsum(x y z)
// x+y+z
egen havg = rowmean(x y z) // havg=(a+b+c)/3
egen hsd = rowsd(x y z)
// ab c
egen rmin = rowmin(x y z)
// x y z
egen rmax = rowmax(x y z) // x y z
list
// y z
egen avgx=mean(x)
//
egen medx=median(x)
//
egen stdx = std(x) // cvi=(xi-mx)/s, s=(xi-mx)/(n-1)
replace y=3 in 3
egen byte dxy = diff(x y) // x y differ 0 1
egen help egen

chrisccb@126.com
48
STATA 5
5.3.4
sysuse auto, clear
egen rmpg = rank(mpg) // mpg
sort rmpg
list mpg rmpg
//
egen highrep78 = anyvalue(rep78), v(3/5) /* rep78 34 5,
*/
list rep78 highrep78
clear
input a b
1 0
0 0
1 1
0 1
0 0
1 .
.
0
end
egen ab=group(a b)
/* a b a=0,b=0
,a=1,b=1 */
egen ab2=group(a b),missing //
l
//
a
b
ab
ab2
-----------------1. 1
0
3
3
2. 0
0
1
1
3. 1
1
4
4
4. 0
1
2
2
5. 0
0
1
1
-----------------6. 1
.
.
5
7. .
0
.
6
clear
set obs 100
// 100
gen age=_n
// age 12100
recode age (min/30=1) (30/60=2) (60/max=3),gen(agegrp) /*
agegrp, age 30
130 60 260 3*/

chrisccb@126.com
49
STATA 5
5.4 string functions
make3
sysuse auto, clear
gen str3 make3=substr(make,1,3) // make make3
list make*
,
a 1 2 3 4 a
0-1 na1=na2=
a
2
2
213
124
421
12
2
12
gen na1=strpos(a, "1")!=0
/*strops(s1,s2) s2 s1 ,
s1 s2 0
0 0-1

list
a
na1
na2
na3
na4
1. 2
0
1
0
0
2. 2
0
1
0
0
3. 123
1
1
1
0
4. 124
1
1
0
1
5. 124
1
1
0
1
6. 12
1
1
0
0
7. 2
0
1
0
0
8. 12
1
1
0
0
sysuse auto, clear
gen name2 = word(make,2) // name2 name
list n*
di word(this is a dog,4)
// dog

chrisccb@126.com
50
STATA 5
5.5 by
x
1
1
1
2
2
clear
edit
* STATA
y
1.1
1.2
1.3
2.1
2.2
gen n=_n
// n=12345
gen N=_N
// N=55555
gen z=y[1]
// z=y
l
x
y
n
N
z
----------------------1. 1
1.1
1
5
1.1
2. 1
1.2
2
5
1.1
3. 1
1.3
3
5
1.1
4. 2
2.1
4
5
1.1
5. 2
2.2
5
5
1.1
by x, sort: gen n1=_n
// n1 n n1 x
by x, sort: gen N1=_N
by x, sort: gen z1=y[1]
list
x
y
n
N
z
n1
N1
z1
1. 1
1.1
1.1
1.1
2. 1
1.2
1.1
1.1
3. 1
1.3
1.1
1.1
4. 2
2.1
1.1
2.1
5. 2
2.2
1.1
2.1
family.dta hhid age

STATA family.dta
hhid
age
86
42
36

chrisccb@126.com
51
STATA 5
1
57
28
42
40
1 hhsize2
id 113
mage4
1
nid
hhid
age
hhsize
id
mage
nid
28
15
49.8
36
13
49.8
42
12
49.8
57
14
49.8
86
11
49.8
22
29
40
23
29
42
21
29

STATA
use family, clear
by hhid,sort :gen hhsize=_N
// hhsize
by hhid,sort :gen id=_n+hhid*10
//
by hhid,sort: egen mage=mean(age) //
sort hhid age
//
by hhid: gen nid=_n
//
+---------------------------------------+
| hhid
age
hhsize
id
mage
nid |
|---------------------------------------|
1. |
1
28
5
11
49.8
1 |
2. |
1
36
5
12
49.8
2 |
3. |
1
42
5
13
49.8
3 |
4. |
1
57
5
14
49.8
4 |
5. |
1
86
5
15
49.8
5 |
|---------------------------------------|
6. |
2
5
3
21
29
1 |
7. |
2
40
3
22
29
2 |
8. |
2
42
3
23
29
3 |

chrisccb@126.com
52
STATA 5
use family, clear

bysort hhid (age): gen nid1=_n
// age
bysort hhid age: gen nid2=_n
// hhid ag e
list
//
hhid
age
nid1
nid2
-------------------------1. 1
28
1
1
2. 1
36
2
1
3. 1
42
3
1
4. 1
57
4
1
5. 1
86
5
1
-------------------------6. 2
5
1
1
7. 2
40
2
1
8. 2
42
3
1
webuse stan2, clear
expand 2 if transplant
// transplant==1
sort id
by id: generate byte posttran = (_n==2) /* posttran
0
1*/
by id: generate t1 = stime if _n==_N /* t1 id
stime.
gsort id

chrisccb@126.com
53
STATA 6
6
6.1
*============================begin=================================
clear
// STATA
version9 //
cd d:/stata9 //
capture log close /*
*/
log using myfile, replace // myfile
set more off
//
log off
//
*
sysuse auto, clear
sum
log on
//
tab forei
log close //
*============================end===================================
Log ,
*.smcl*.txt txt*.smcl replace
6.2 STATA
hello
hello
unrecognized command
STATA
hello STATA
*============================begin=================================
capture program drop hello

chrisccb@126.com
54
STATA 6
program hello
display ,
//
end
*============================end===================================
*
hello
* STATA
*,
* hello
sysuse auto, clear
list make price in 1/5
des
hello
describ list hello
stata
(program drop hello)
stata
STATA hello.do
.do STATA ()
do hello
,
STATA STATA
stata/ado/h hello.ado
.ado
hello
STATA
,
*/
*============================begin=================================
program hello
display as error `1
/*
*/
end
*============================end==================================
* hello
hello
hello
hello

chrisccb@126.com
55
STATA 6
*
*capture program drop programname
*program programname
*`1
*
capture program drop progname

program progname
command
end
capture
program hello
hello already defined
hello
*============================begin=================================
program drop hello
program hello
display ,
end
hello
*============================end=================================
stata stata
hello not found

stata program drop hello hello
capture
hello
*/
*============================begin=================================
program hello
display ,
end
hello
*============================end==================================

chrisccb@126.com
56
STATA 6
6.3 Macros: local/global
*============================begin====================================
sysuse auto, clear
list price length weight in 1/5
local v3 price length weight // price length weight v3
list `v3 in 1/5
/* list price length weight in 1/5`v3
*/
local cmd list
// list cmd
`cmd `v3 in 1/5
// list price length weight in 1/5
local pre pri
// pri pre
local suf ce
// ce suf
`cmd `pre`suf
// list price
tab rep`=26*3
// tab rep78, 26*3=78
* global
sysuse auto, clear
list price length weight in 1/5
global v3 price length weight // price length weight v3
list $v3 in 1/5
global cmd list
// list cmd
$cmd $v3 in 1/5
*============================end====================================
global a myvar
gen $a=oldvar
gen a=oldvar
gen myvar=oldvar
gen a=oldvar
local a myvar
gen à=oldvar
gen a=oldvar
gen myvar=oldvar
gen a=oldvar
global a newvar
global i=2
gen $a$i=oldvar
gen newvar2=oldvar
local a newvar
local i=2
gen àì=oldvar
gen newvar2=oldvar

chrisccb@126.com
57
STATA 6
global b1 newvar
global i=1
gen ${b$i}=oldvar
gen newvar=oldvar
local b1 newvar
local i=1
gen `bÌ=oldvar
gen newvar=oldvar
global b1 newvar
global a b
global i=1
gen ${$a$i}=oldvar
gen newvar=oldvar
local b1 newvar
local a b
local i=1
gen `àì=oldvar
gen newvar=oldvar
Global local
capt prog drop myprog
program myprog // myprog
// i
local i=""
// j
global j=""
di as txt "ì' " // i i
di as txt "$j" // j j
mysub
// mysub
di as error "ì' " // i i
di as error "$j"
// j
end
capt prog drop mysub
prog mysub
// myprog
// i
local i=""
global j="" // j
di as result "ì'"
// i i
di as result "$j" // j j
end
myprog // myprog

chrisccb@126.com
58
STATA 6
local
global
6.4
hello hello
captu prog drop listargs

prog listargs
di " `1' "
di " `2' "
di " `3' "
di " `4' "
end
listargs
listargs I love stata
listargs "I love stata"
local i "I love stata"
listargs ì'
listargs this is a test
listargs "this is a test"
listargs "this is" "a stata test"
captu prog drop listargs

prog listargs
args a b c d
di " à' "
di " `b' "
di " `c' "
di " `d' "
end
listargs this is a test
listargs "this is a test"

chrisccb@126.com
59
STATA 6
6.5 scalar
scalar a=2
dis a+2
scalar b=a+3
di b
scalar s=hello
di s
clear
set obs 3
input a
1
3
5
end
scalar b=3
gen v1=a*b
list
input b
2
3
4
end
gen v2=a*b
list
// a 2
//a+2=2+2=4
//b=a+3=2+3=5
//5
//
//: hello
// a b( 3)
// v1 v2
//v1 v2 STATA
gen v3=a*scalar(b)
// b
list
STATA
scalar(varlist)
sysuse auto, clear
sum price
return list //
scalars:
r(N) = 74
r(sum_w) = 74
r(mean) = 6165.256756756757
r(Var)
= 8699525.974268789
r(sd) = 2949.495884768919
r(min) = 3291
r(max) = 15906
r(sum) = 456229

chrisccb@126.com
60
STATA 6
local sum=r(sum)
di `sum
// sum
6.6 :tempvar tempfile

STATA
Clear
clear
set obs 5
tempvar x y
// x y
gen `x'=_n
//`x 1,2,3,4,5
gen `y'=_N
//`y 5,5,5,5,5
edit
//
gen z=`x'+`y'
// z
edit
// z
l
//__000000
__000001
preserve.restore
restore
*============================begin====================================
use auto, clear
preserve
//
keep price weight // price weight
save master, replace // master
drop weight
// weight weight
save part1,replace // part1
use master, clear
drop price
rename weight price
append using part1
erase master.dta
erase part1.dta
restore
// preserve auto
*============================end====================================
/* master part erase
*============================begin====================================
preserve

chrisccb@126.com
61
STATA 6
keep price weight
tempfile master part1
save `master
drop weight
save `part1
use `master, clear
drop price
rename weight price
append using `part1
restore
/*
*/
*============================end====================================/*
6.7
6.7.1
q1
oq2
A
A+B
=A/A+B
n
wimi pi i
i=1,2,n
mi
G1
n
i =1
i =1
G = 1 2 Bi = 1 pi (2Qi wi )
Qi =
(1)
wk
k =1
Qi 1 i B piwi 1 n 1
gini hbdata97.dta
hhid inc hhsize
6.7.2
*============================begin====================================
cd c:\\ex3
//

chrisccb@126.com
62
STATA 6
use hb97, clear
//
gen m=inc/hhsize
//m
sort m
//
egen tp=sum(hhsize)
// tp
egen tinc=sum(inc)
// tinc
gen p=hhsize/tp
// p
gen w=inc/tinc
// w
gen q=sum(w)
//
gen gini=1-sum(p *(2*q-w))
// gini
dis gini[_N]
//
* gen egen
*============================end====================================
*
*.26685518
* gini
*============================begin====================================
capture program drop gini
// gini
program gini
// gini
gen m=inc/hhsize
//m
sort m
//
egen tp=sum(hhsize)
// tp
egen tinc=sum(inc)
// tinc
gen p=hhsize/tp
// p
gen w=inc/tinc
// w
gen q=sum(w)
//
gen gini=1-sum(p *(2*q-w))
// gini
dis gini[_N]
//
end
*============================end====================================
use hb97,clear
gini
//
*.26685518
6.7.3 : args
inc cash food

gini
*/
*============================begin====================================
// gini
program gini
// gini
args inc hhs
// gini inc hhs
egen tinc=sum(ìnc')
// gini

chrisccb@126.com
63
STATA 6
egen tp=sum(`hhs')
// gini
gen m=ìnc'/`hhs'
// m
sort m
//
gen gini=1-sum(`hhs'/tp*(2*sum(ìnc'/tinc)-ìnc'/tinc))
//
dis gini[_N]
//
end
//
*============================end====================================
use hb97,clear
gini cash hhsize
//
*.35139242
6.7.4 `1 `2
STATA args */
*============================begin====================================
// gini
program gini
// gini
egen tinc=sum(`1')
// gini
egen tp=sum(`2')
// gini
gen m=`1'/`2'
// m
sort m
//
gen gini=1-sum(`2'/tp*(2*sum(`1'/tinc)-`1'/tinc))
//
dis gini[_N]
//
end
//
*============================end====================================
/*`1`2 inc hhs
gini */
use hb97,clear
gini inc hhsize
//
*.26685518
use hb97,clear
gini cash hhsize
*.35139242
//
*gini food hhsize

//
*tinc already defined
*STATA tinc
6.7.5
tp tinc mgini
STATA
*/
*============================begin====================================

chrisccb@126.com
64
STATA 6
program gini
tempvar tinc tp m gini
// tinc tp m gini
egen `tinc=sum(`1')
//tinc
egen `tp=sum(`2')
gen `m=`1'/`2'
sort `m
gen `gini=1-sum(`2'/`tp*(2*sum(`1'/`tinc)-`1'/`tinc))
dis `gini[_N]
//
end
*============================end====================================
use hb97,clear
gini inc hhsize
*.26685518
gini cash hhsize
*.35139242
gini food hhsize
*.21432981
//
//
//
6.7.6 STATA
STATA if
in */
*============================begin====================================
program gini
syntax varlist [if] [in] [,title(string)] //
tempvar tinc tp m gini
// tinc tp m gini
marksample touse
// 0/1 touse
preserve
// restore
quietly {
//
keep if `touse
// if
egen `tinc=sum(`1')
//tinc
if "`2'"=="" {
local 2=1
}
// 1
egen `tp=sum(`2')
gen `m=`1'/`2'
sort `m
gen `gini=1-sum(`2'/`tp*(2*sum(`1'/`tinc)-`1'/`tinc))
}
//
display as result "`title'" as error `gini'[_N]
restore

chrisccb@126.com
65
STATA 6
end
*============================end====================================
use hb97,clear
gini cash hhsize
*.35139242
gini cash
*.34467658
gini cash hhsize if ds==3
*.37227097
gini cash hhsize if ds==3,title()
*.37227097
gini cash hhsize if ds==1 in 1/200,title( 200 )
* 200 .30506945
*quietly noisily
di hello, guy
quietly di hello, guy
capture program drop bb
program bb
quietly {
noisily di hello, guy
}
end
bb
quietly bb
// quietly
//
//hello, guy

chrisccb@126.com
66
STATA 7
7
7.1 :while
7.1 12345
*============================begin=================================
capture drop count5
program count5
local i=1
// i 1
while ì<=5 { //ì 5{}
display ì
//ì
local i=ì+1
// i ì+1
}
end
*============================end==================================
count5
1
2
3
4
5
ì 1 1 5 1
i 1ì 2 2
5 2 i,,ì 6 5
{} end.

chrisccb@126.com
67
STATA 7
2
just one number
123
three numbers
321
three numbers in reversed order
.5 1 1.5
three different numbers
1 3 -2.17 5.12
four numbers in jumbled order
1/3
three numbers: 1, 2, 3
3/1
the same three numbers in reverse order
5/8
four numbers: 5, 6, 7, 8
-8/-5
four numbers: -8, -7, -6, -5
-5/-8
four numbers: -5, -6, -7, -8
-1/2
four numbers: -1, 0, 1, 2
1 2 to 4
4 3 to 1
10 15 to 30
five numbers: 10, 15, 20, 25, 30
1 2:4
same as 1 2 to 4
4 3:1
same as 4 3 to 1
10 15:30
same as 10 15 to 30
1(1)3
three numbers: 1, 2, 3
1(2)9
five numbers: 1, 3, 5, 7, 9
1(2)10
the same five numbers: 1, 3, 5, 7, 9
9(-2)1
five numbers: 9, 7, 5, 3, and 1
-1(.5)2.5
the numbers: -1, -.5, 0, .5, 1, 1.5, 2,
2.5
1[1]3
same as 1(1)3
1[2]9
same as 1(2)9
1[2]10
same as 1(2)10
9[-2]1
same as 9(-2)1
-1[.5]2.5
same as -1(.5)2.5
1 2 3/5 8(2)12
eight numbers: 1, 2, 3, 4, 5, 8, 10, 12
1,2,3/5,8(2)12
the same eight numbers
1 2 3/5 8 10 to 12 the same eight numbers
1,2,3/5,8,10 to 12 the same eight numbers
1 2 3/5 8 10:12
the same eight numbers
7.3 :forvalues
*============================begin=================================
forvalues i=1/5 {
display ì
//
}
*============================end==================================

chrisccb@126.com
68
STATA 7
3
*============================begin=================================
forvalues i=4 (-0.2) 0{ //
display ì
}
*============================end==================================
forvalues
forvalues lname = range {
commands referring to `lname'
}
range
#1(#d)#2
#1/#2
#1 #t to #2
#1 #t : #2
#
#1 #2 #d
#1 #2 1
#1 #2 #t - #1
#1 #2 #t - #1
7.2 1+2+3++100
*============================begin=================================
scalar s=0
//scalar s
forvalue i=1/100 {
scalar s=s+ì
// s
}
scalar list s
*============================end===================================
7.3 :foreach
5.3 wage1 nonwhite female married
numdepsmsa northcen south westconstrucndurman trcommputrade
servicesprofserv profocc clerocc servocc
tab varlist
*============================begin=================================
use http://fmwww.bc.edu/ec-p/data/wooldridge/ wage1, clear
tab nonwhite
tab female
tab married
tab numdep
tab smsa
tab northcen
tab south

chrisccb@126.com
69
STATA 7
tab west
tab construc
tab ndurman
tab trcommpu
tab trade
tab services
tab profserv
tab profocc
tab clerocc
tab servocc
*============================end==================================
while forvalues
foreach
*============================begin=================================
use wage1,clear
foreach v of varlist nonwhite-servocc {
tab `v
}
*============================end==================================
foreach
foreach lname {in|of listtype} list {
commands referring to `lname'
}
foreach lname in any_list {

foreach lname of local lmacname
{
foreach lname of global gmacname
{
foreach lname of varlist varlist
{
foreach lname of newlist newvarlist {
foreach lname of numlist numlist
{
7.4 student.dta, economy.dta, math.dta

*============================begin================================
use student, clear
foreach file in economy math {
append using `file
}
*

chrisccb@126.com
70
STATA 7
local flist economy math

// flist
foreach file in `flist {
append using `file
}
*============================end==================================
7.5()rice wheat flax maizeDollar
Lira Pound RMB
*============================begin=================================
local grains rice wheat flax maize
foreach x of local grains {
di `x
}
global money Dollar Lira Pound RMB
foreach y of global money {
di `y
}
*============================end=================================
7.6() b1,b2,b3,b4,b5
*============================begin=================================
clear
set obs 10
foreach v of newlist b1-b5 {
gen `v'=uniform()
}
*============================end==================================
7.7() 1 2 3 4 8 105
*============================begin================================
foreach num of numlist 1/4 8 105 {
di `num'
}
*============================end==================================
forvalues ,
2
7.4
7.8 5 10 i j
i+j
*============================begin================================
clear
set obs 10
forvalues i=1/5 {
//i 1, 2345

chrisccb@126.com
71
STATA 7
gen vì'=. // v1, v1 v2,

forvalues j=2(2)8 { // j 2, 4,6,8
replace vì'=ì'+`j' in `j' // 2 v1=1+2=3
}
}
*============================end==================================
v1
v2
v3
v4
v5
----- ------------------1. .
.
.
.
.
2. 3
4
5
6
7
3. .
.
.
.
.
4. 5
6
7
8
9
5. .
.
.
.
.
6. 7
8
9
10
11
7. .
.
.
.
.
8. 9
10
11
12
13
9. .
.
.
.
.
10. .
.
.
.
.
7.5
7.5.1
100 200
sysuse auto, clear

gen p1=price-100 if forein==0
replace p1=price+100 if foreign==1
gen p2=cond(foreign==0,(price-100),(price+100))
list p* forei
7.9
*============================begin================================
capture program drop odd
program odd
args num
if int(`num /2)!=(`num-1)/2 { //8-1/2 3 else
display num is NOT an odd number
}
else {
display num IS an odd number

chrisccb@126.com
72
STATA 7
}
end
*============================begin================================
odd 1
*num IS an odd number
odd 100
*num is NOT an odd number
7.10
*============================begin=================================
capture program drop check
program check
capture confirm variable `1
if _rc!=0 {
display `1 not found
exit
}
display the variable `1 exists.
end
*============================end==================================
use hb97,clear
check inc
the variable inc exists.
check exp
exp not found
7.5.2
7.11 6-500 235
*============================begin=================================
forvalues x=6/200 {
if mod(`x,2)==0 & mod(`x,3)==0 & mod(`x,5)==0 { //mod()
di the ALL common multiple of 2,3 ,and 5 is `x
}
}
*============================end==================================
the ALL common multiple of 2,3 ,and 5 is 30
7.12 6-500 235

chrisccb@126.com
73
STATA 7
*============================begin=================================
forvalues x=6/500 {
if mod(`x,2)==0 & mod(`x,3)==0 & mod(`x,5)==0 {
di the LEAST common multiple of 2,3 ,and 5 is `x
continue, break
}
}
*============================end==================================
the LEAST common multiple of 2,3 ,and 5 is 30
7.6
1
.
2 hb97 FGT

chrisccb@126.com
74
STATA 8
8
STATA9.0
MATA MATA STATA
STATA MATA
MATA
8.1
8.1.1
// A
matrix A= (1,0,1\2,1,0\-3,2,-5)
matrix list A // A
matlist A
// A, stata9
matrx B=(1+1,2*3/4 \ 5/2, 3^2)
matrix list B
matrix C=(2,3,4)
matrix E=(1\2\3)
matrix F=(4)
matrix rownames A= sex edu marriage
matrix colnames A=obs1 obs2 obs3
matrix list
8.1.2
5 3 A 0
matrix A=J(5,3,0)
6 I
matrix I=I(6)
3 5 R01
matrix R=matuniform(3,5)
matrix d=(1,4,9)
matrix D=diag(d)
matrix list D
//dD
8.1.3
R

chrisccb@126.com
75
STATA 8
mkmat varlist [if exp] [in range] [matrix(matname) nomissing ]
svmat [type] A [names(col|eqcol|matcol|string) ]
matname A namelist [rows(range) columns(range) explicit ]
*============================begin====================================
sysuse auto, clear
* foreign weight displ 5 X
mkmat foreign weight displ in 1/5, matrix(X)
matrix list X
* Y
mkmat foreign weight displ if fore==1, matrix(Y)
matrix list Y
matrix A= (1,0,1\2,1,0\-3,2,-5)
// A
svmat A
// A A1A2A3
list
svmat A, name(ccb)
// A ccb1ccb2ccb3
8.2
5-1
arlionEstimation with STATAMatrix
8.2.1
matrix A= (1,0,1\2,1,0\-3,2,-5)
matrix B=(4\3\7)
matrix C=(A,B)
matrix list C
matrix D= (10,9,25)
matrix E= (A\D)
matrix list E

chrisccb@126.com
76
STATA 8
8.2.2
mat e=(3,5\2,0)
mat t=(1,3\2,1)
mat r1=e+t
mat list r1
mat r2=e-t
mat list r2
//
//
mat e2=2*e
mat list e2
//
mat e3=e/10
mat list e3
//
8.2.3 Kronecker
mat w=e*t
mat list w
//
* a*b~=b*a
mat a=(2,3\1,-2\3,1)
mat b=(1,-2,-3\2,-1,0)
mat ab=a*b
mat list ab
mat ba=b*a
mat list ba
/**/
mat A=(1,2\3,4\5,6)
mat B=(7,8\9,0\1,9)
matrix H=hadamard(A,B)
mat list H
/* Kronecker

chrisccb@126.com
77
STATA 8
Kronecker A B */
mat ab2=a#b
mat list ab2
mat ba2=b#a
mat list ba2
8.3

chrisccb@126.com
78
STATA 8
arlionEstimation with STATAMatrix
8.3.1
mat b=(1,-2,-3\2,-1,0)
mat list b
mat b2=b`
//b2 b
mat list b2
/*
*/
matrix A= (1,0,1\2,1,0\-3,2,-5)
scalar a=trace(A)
// A b
scalar list
8.3.2
matrix B=inv(A)
mat list B
//B A
/* Ax=b
A=(1,-1,1,-2\2,0,-1,4\3,2,1,0\-1,2,-1,2)
b=(2\4\-1\-4) */
mat A1=(1,-1,1,-2\2,0,-1,4\3,2,1,0\-1,2,-1,2)
mat b=(2\4\-1\-4)

chrisccb@126.com
79
STATA 8
matrix B1=inv(A1)
mat X=B1*b
mat list X
//B A
mat a=(1,0,1\2,1,0\-3,2,-5)
scalar aa=det(a)
//det()
mat d=(1,-1,1,-2,2\2,0,-1,4,4\3,2,1,0,-1\-1,2,-1,2,-4)
mat dd=det(d)
scalar list
8.3.3
el(A,i,j)=A[i,j]
mat d=(1,-1,1,-2,2\2,100,-1,4,4\3,2,1,0,-1\-1,2,-1,2,-4)
scalar dd=d[2,2]
scalar ddd=el(d,2,2)
scalar list
mat d[1,3]=1000
mat list d
8.3.4Nullmat
mereg
mat A=I(3)
mat B=J(3,3,9)
mat list C
//C
mat C=(nullmat(C),A) //CC=A
mat list C
//C=A
mat C=(nullmat(B),A)
mat list C
//CBA
//C=BA
mat A=A/10
mat C=(nullmat(C),A) //CA
mat list C
//C=CA
8.3.5
matrix A= (1,0,1\2,1,0\-3,2,-5)
matrix e=vec(A)
//Ae
mat list e
matrix d=vecdiag(A)
matrix list d
//Ad

chrisccb@126.com
80
STATA 8
mat J=J(10,2,.)
scalar a=rowsof(J)
scalar b=colsof(J)
scalar list
//
//
8.4
XY
73
X \Y
-1
0.1
0.2
0.3
0.05
0.1
0.15
0.1
1 p{X!=0,Y=0} P{X<=0,Y<=0} P{XY=0} P{X=Y} P{|X|=|Y|}

2 Y=0 X X=0 Y
3 X Y
4=X+Y =XY
5 EXY
6 cov(x,y)
7 EX|Y=0
8 Z`=XYA=1-1/21W=AZEW=AEZ
9 cov(Z)
10
11 cov(W)=Acov(Z)A`
12 B=1-2/0-1cov(AX, BY)=Acov(X,Y)B`
13EXÀX=uÀu+tr(A) u=EX=cov(X)
*============================begin===================================
**X=x1,x2)'x1,x2
mat x1=(0,1,2)
mat x2=(-1,0,2)
**9,(x1=1,x2=2)
mat X=(0,-1\0,0\0,2\1,-1\1,0\1,2\2,-1\2,0\2,2)
**(0,-1),(0,0),(0,2);(1,-1)...22
mat p=(.1,.2,0,.3,.05,.1,.15,0,.1)
**9
**
mat EX=X*p'

chrisccb@126.com
81
STATA 8
**
mat dX=X-EX#J(1,9,1)
**
mat CovX=dX*(hadamard(dX,J(2,1,1)*p))'
. mat list CovX
**A
mat A=(1,-1\2,1)
**XY
mat Y=A*X
**Y
mat dY=Y-Y*p'#J(1,9,1)
mat list dY
**Y
mat CovY=dY*(hadamard(dY,J(2,1,1)*p))'
mat list CovY
** Cov(Y)=A*Cov(X)A'
mat CovY2=A*CovX*A'
mat list CovY2
**X
mat XAX=vecdiag(X'*A*X)
**
mat EXAX=XAX*p
**E(X'AX)=u'Au+tr(ACovX)
mat EXAX2=EX'*A*EX+trace(A*CovX)
mat list EXAX2
*============================end====================================
4=X+Y
-1
0.1
0.5
0.2
0.1
0.1
E=-1*0.1+0*0.5+1*0.2+2*0+3*0.1+4*0.1=0.8
*===========================begin====================================
capture program drop rv
prog rv

chrisccb@126.com
82
STATA 8
local s=0
matrix a=(0.1,0.2,0\0.3,0.05,0.1\0.15,0,0.1) // X Y
matrix x=(0,1,2)
// X
matrix y=(-1,0,2)
// Y
forvalues i=1/3 {
forvalues j=1/3 {
if uniform()>`s'& uniform()<=`s'+a[ì',`j'] {
scalar z=x[1,ì']+y[1,`j']
// Z=X+Y
}
local s=`s'+a[ì',`j']
}
}
end
simulate z ,reps(10000) nodots:rv
//10000
tab _simu
//
sum
//
*===========================end====================================

chrisccb@126.com
83
STATA 9
9
STATA10.0
EXCEL
a visual guide to stata graphics
9.1
//
*===========================begin====================================
sysuse auto , clear
twoway (scatter mpg weight if foreign==0)
///
/**/
(scatter mpg weight if foreign==1 , msymbol(Sh))
,
///
/**/
///
title(: )
subtitle(: 11574)
///
ytitle()
///
xtitle()
///
note(: )
///
text(35 3400 )
///
legend(title() label(1 ) label(2 ))
///
///
scheme(s1rcolor)
*===========================end====================================
9.1.1

chrisccb@126.com
84
STATA 9
graph-command (plot-command, plot-options) (plot-command , plot-options) , graph-options
graph-command plot-command,plot-options || plot-command , plot-options || , graph-options

graph-commandplot-command ,
||twoway
graph-commandscatterplot-command
twoway (scatter mpg weight) , title("")

//
twoway (scatter mpg weight , msymbol(Oh))
//
twoway (scatter mpg weight , msymbol(Oh)) , title("") //
sysuse auto, clear

graph twoway scatter mpg weight
twoway scatter mpg weight
scatter mpg weight
gr tw sc mpg weight
tw sc mpg weight
sc mpg weight
//graph
//twoway graph
9.1.2
STATA scatterlineareahistogram
bar
pie
functionmatrix
ts tslinelfitqfit
lowess
help graph
help towway
600
800
Total
1000
1200
1400
9.1 rf.dta , rainfall

year
use rf , clear
keep if id==1
save rfsz, replace
scatter rainfall year
line rainfall year
tw area rainfall year

1985
1990
Year
1995
85
600

chrisccb@126.com
800
Total
1000
1200
1400
1980
1980
1985
1990
Year
1995
2000
2000
STATA 9
2
9.2 51 popk propval100 division
allstates
vguse allstates ,clear
histogram
twoway histogram popk
kdensity
twoway kdensity popk
bar hbar
graph bar popk, over(division)
graph hbar popk, over(division)
box hbox
graph hbox popk, over(division)
graph box popk, over(division)
pie
graph pie popk, over(region)
matrix
graph matrix propval100 rent700 popden
dot
graph dot popk, over(division)
3
9.3 spjanfeb2001 close open
,tradeday
vguse spjanfeb2001, clear
twoway dropline close tradeday
//
tw spike close tradeday
//
tw dot close tradeday
//
tw connected close tradeday, sort
//
tw area close tradeday, sort
//
tw bar close tradeday,sort
/*XYgraph bar
X*/
twoway rarea high low tradeday, sort //
tw rline high low tradeday, sort
//
tw rconnected high low tradeday, sort //
tw rscatter high low tradeday, sort //
tw rcap high low tradeday, sort //
tw rspike high low tradeday, sort
//
tw rcapsym high low tradeday, sort
tsset tradeday
//Xtsset.
twoway tsline close, sort
//tsline

chrisccb@126.com
86
STATA 9
tw tsrline high low, sort
//
9.1.3 : title()
title()
subtitle()
use rfsz , clear

,
title()
1400
1200
800
subtitle(1982-2001)
1982-2001
Total
1000
///
///
///
600
9.1.4
1980
1985
1990
Year
1995
2000
800
600
1980
1985
1990
Year
1995
2000
500
0
1980
1985
1990
Year
2000
10
5
1980
1985
1990
Year
1995
2000
Yield
87
Yield
Total
1000
1200
15
Total

chrisccb@126.com
1995
Yield
1400
Total
800
4
yield
line rainfall yield year
//
tw (line rainfall year
///
(line yield year)
mm(T/ha.)
Y
twoway (line rainfall year, yaxis(1))

///
(line yield year, yaxis(2))
Total/Yield
1000
1500
///
///
///
///
600
3
,
plotregion(style(none))
yscale(noline)
xscale(noline)
Total
1000
1200
(2)
yyscale(off)xxscale(off),
///
,
///
yscale(off)
///
xscale(off)
///
1400
(1)
1200
Total
1000
800
///
600
5
ytitle()
xtitle()
use rfsz,clear
label var yield
tw (line rain year, yaxis(1) ytitle())
(line yield year, yaxis(2) xtitle())
1400
STATA 9
1980
5
ytick()
xtick()
line rainfall year
,
xtick(1982(1)2000)
ytick(600(100)1400)
1985
1990
Year
2000
800
700
600
1990
1995
2000
Total
1000
1200
1400
Year
800
9.4
///
,
///
xlabel(1982 1990 1995 2000)
///
ylabel(600(100)1400)
1982
600
9.1.5 yline() xline()
Total
900 1000 1100 1200 1300 1400
///
///
///
6
ylabel()
xlabel()
line rainfall year
///
,
///
xlabel(1982 1990 1995 2000)
///
ylabel(600(100)1400)
help axis label option

34
scatter mpg weight , ysize(3) xsize(4)
1985
1990
Year
1995
2000
20
1980
1985
1990
Year
Jan
1995
2000
Feb
100
(1)
9.5STATA
line jan feb year
9.1.6 legend
Jan/Feb
40
60
80
100
1980
80
///
40
Jan/Feb
60
88
20

chrisccb@126.com
2
line jan feb year
1995
1980
1985
1990
Year
1995
2000
STATA 9
///
legend(off)
20
Jan/Feb
40
60
80
100
3 legend(label())
line jan feb year

///
,
///
legend(label(1 ) label(2 ))
label var jan

label var feb
line jan feb year
1980
1985
1990
Year
20
Jan/Feb
40
60
80
100
1980
1985
1990
Year
1995
2000
100
ring(0)
line jan feb year
///
,
///
legend(pos(1)
///
ring(0)
///
label(1 )
///
///
label(2 )
col(1))
//col(1)
2000
4 legend(position())
12
position(3) position(5)
position(12)
line jan feb year
///
,
///
legend(pos(12) label(1 ) label(2 ))
1995
20
40
Jan/Feb
60
80
1980
1985
1990
Year
1995
2000
1200
600
800
Total
1000
scatter rain year

,
note()
1400
9.1.7 note()
1980
9.2
1985
1990
Year
1995
2000
9.2.1
msymbol()

chrisccb@126.com
89
STATA 9
O
Oh
o
D
Dh
d
S
Sh
s
T
Th
t
oh
dh
sh
th
X
x
% in poverty
20
9.6
vguse allstates, clear

scatter pov statefips [fw=pop], msymbol(oh)
25
30
10
15
scatter pov statefips [fw=pop], msymbol(o)

mfcolor(green) mlcolor(red)
20
40
60
state code
30
30
scatter pov statefips, mlabel(stateab)
MS
25
25
LA
WV
KY
SC
TN
SD
GA
AZ
ND
NC
15
MO
CA
CO
FL
AK
10
DE
TX
OK
MT
ID
MI
KS
ME
IA
ILIN
MN
MA
HI
% in poverty
20
DC
NE
NV
OR
NY OH
PA RI
VAWA
UT
VT
WY
15
% in poverty
20
NM
AR
AL
WI
NH
NJ
CT
10
MD
20
40
60
state code
20
40
60
state code
vguse allstates,clear
twoway (scatter ownhome borninstate if stateab=="DC", mlabel(stateab)) ///
(scatter ownhome borninstate), legend(off)
connect()
.
l
L X
m
s
J
||
II
c(l)c(l[-])
l

chrisccb@126.com
90
STATA 9
l[_]
l[-]
l[.]
l[#]
1300
1350
1400
twoway line
1250
price
open
1200
1150
sysuse sp500,clear
gen n=_n
twoway ///
(line open close n in 1/50 , sort clpattern( -))
///
, ///
plotregion(margin(zero)) ///
title("twoway line") ///
xtitle("date") ///
ytitle("price") ///
legend(label(1 "open") label(2 "close")
order(2 1) ///
ring(0) pos(8)) ///
text(1300 25 "open")
close
0
10
open
20
30
40
date
9.2.2
9.7nsw9 (division)(propval100)
allstates.dta
80
% homes over $100K
70
North
South
West
66.57
60
53.00
52.46
50
40
28.91
30
19.85
18.46
20
11.60
10.01
11.35
10
Pa
ci
fic
ou
nt
ai
n
.S
.C
.
W
E.
S.
C
S.
At
l.
.C
.N
W
E.
N
.C
.
At
l
M
id
N
.E
ng
.
Region
vguse allstates, clear

gsort nsw division
list propval100 nsw division
graph bar propval100, over(nsw) over(division)

chrisccb@126.com
91
50
20
mean of propval100
40
60
80
STATA 9
North
South
West
North
South
West
North
South
West
North
South
West
North
South
West
North
South
West
North
South
West
North
South
West
North
South
West
N. Eng. Mid Atl E.N.C. W.N.C. S. Atl. E.S.C. W.S.C.MountainPacific
20
mean of propval100
40
60
80
nofill
graph bar propval100, over(nsw) over(division) nofill
North
North
North
North
South
South
South
West
West
N. Eng. Mid Atl E.N.C. W.N.C. S. Atl. E.S.C. W.S.C.MountainPacific
20
0
use allstates, clear

gen yNorth=propval100 if nsw==1
gen ySouth=propval100 if nsw==2
gen yWest=propval100 if nsw==3
graph bar
///
yNorth ySouth yWest, ///
over(division) nofill
mean of propval100
40
60
80
asyvars
y ynorth ysouth ywest
graph bar propval100, over(nsw)
over(division) nofill asyvars
N. Eng. Mid Atl E.N.C. W.N.C. S. Atl.
E.S.C. W.S.C. Mountain Pacific
North
West
South
80
70
60

over(division) nofill asyvars ///
50
40
30
20

chrisccb@126.com10
0
92
Region
North
West
South
STATA 9
ytitle()
ylabel(0(10)80)
b1title(Region)
///
///
graph bar propval100, over(nsw) over(division) nofill asyvars ///

ytitle() ylabel(0(10)80) b1title(Region) ///
legend(rows(1) position(1) ring(0))
80
North
South
West
70
60
50
40
30
20
10
0
Region

///
over(division, label(angle(45))) /*45*/
///
nofill asyvars ytitle("") ylabel(0(10)80, angle(0)) b1title(Region)
legend(rows(1) position(1) ring(0))
///
blabel(bar, format(%4.2f)) //
80
North
70
South
///
West
66.57
60
53.00
52.46
50
40
28.91
30
19.85
18.46
20
11.60
10.01
10
11.35
Pa
ci
fic
ou
nt
ai
n
.S
.C
.
W
E.
S.
C
S.
At
l.
.C
.N
W
E.
N.
C
.
At
l
M
id
N
.E
ng
.
Region
clear
input str5 age m f
16-24 .9 .2
25-44 .8 .8
45-66 3.8 2.9

chrisccb@126.com
93
STATA 9
10
67-79 8.2 5.4

80+ 9.1 7.2
end
//
graph bar m f ///
// graph bar
, ///
over(age) ///
//
title() ///
b1title("Age") ///
//
ytitle() ///
legend( label(1 "Males") label(2 "Females") ) ///
bar(2 , bfcolor(gs3)) //
16-24
25-44
45-66
67-79
80+
Age
Males
Females
9.2.3
9.8 10
*============================begin=================================
clear
set memory 64m
input x1-x10
142.3
134.4
150.3
141.9
143.5
138.1
142.9
140.9
134.7
141.2
135.5
140.2
156.6
148.8
133.1
140.7
139.2
140.2
134.9
141.4
138.5
148.9
144.4
145.4
142.7
137.9
142.7
141.2
144.7
137.4
143.6
160.9
138.9
154.0
143.4
142.4
145.7
151.3
143.9
141.5
139.3
145.1
142.3
154.2
137.7
147.7
137.4
148.9
138.2
140.8
151.1
148.8
141.9
145.8
125.9
137.9
138.5
152.3
143.6
146.7
141.6
149.8
144.0
140.1
147.8
147.9
132.7
139.9
139.6
146.6
150.0
139.2
142.5
145.2
145.4
150.6
140.5
150.8
152.9
149.7
143.5
132.1
143.3
139.6
130.5
141.8
146.2
139.5
138.9
144.5
147.9
147.5
142.9
145.9
146.5
142.4
134.5
146.8
143.3
146.4
134.7
137.1
141.8
136.9
129.4
146.7
149.0
138.7
148.8
135.1
156.3
143.8
147.3
147.1
141.4
148.1
142.5
144.0
142.1
139.9
end
stack x1-x10,into(y) clear
ren _sta n
forvalues i=1/10 {
replace n=ì' if y>124+ì'*4&y<124+4*(ì'+1)
}
hist y,norm
*============================end==================================

chrisccb@126.com
94
.02
Density
.04
.06
.08
STATA 9
130
140
150
160
sysuse auto, clear

ladder mpg
gladder mpg
square
identity
sqrt
log
1/sqrt
inverse
1/square
1/cubic
Density
cubic
Mileage (mpg)
cubic
square
-10000 0 10000200003000040000
identity
10 20 30 40
0 500
1000
1500
2000
-500
500
2.5 3 3.5 4
3
2.5
3.5
1/square
-.008
-.006
-.004
-.0020
-.08-.06-.04 -.02
inverse
-.08
-.06
-.04
-.02
-.006
-.004
10
-.002
15
20
25
30
35
1/sqrt
-.3 -.25 -.2 -.15
log
3 4 5 6 7
sqrt
1000
-.3
-.0006
-.0004
-.00020.0002
-20000
020000
40000
60000
80000
Histograms by transf ormation
-.25
-.2
-.15
1/cubic
-.0004-.0003-.0002-.0001
.0001
Mileage (mpg)
Quantile-Normal plots by transf ormation
9.2.4
9.10 95%
*============================begin=================================
sysuse nlsw, clear

chrisccb@126.com
95
STATA 9
graph hbox wage, over(grade) asyvar nooutsides legend(rows(2))
*============================end=================================
5
4
12
5
13
10
hourly wage
6
14
7
15
15
8
16
9
17
20
10
18
11
excludes outside values
9.2.5
9.11:
twoway ///
(function y=normden(x) , range(-3.5 3.5) ///
droplines(-1.96 -1 0 1 1.96)) ///
, ///
title(twoway function) ///
plotregion(margin(zero)) ///
yscale(off) ylabel(, nogrid) ///
xlabel(-3 -1.96 -1 0 1 1.96 3 , format(%4.2f)) ///
xtitle("Standard deviations from mean")
twoway function
-3.00
-1.96
-1.00
0.00
1.00
Standard deviations from mean
1.96
3.00
9.3 by(varname)
vguse allstates ,clear

twoway (scatter propval100 popden) (lfit propval100 popden)(qfit propval100 popden)
twoway (scatter propval100 popden) (mspline propval100 popden) ///
(fpfit propval100 popden) (mband propval100 popden)(lowess propval100 popden)
twoway (lfitci propval100 popden) (scatter propval100 popden)
by(varname) matrix star , graph
bar box

chrisccb@126.com
96
STATA 9
10
15
500 1000 1500 2000
10
15
500 1000 1500 2000
Rescale by()
9.12: rf.dta (yield)(rainfall)
use rf, clear

twoway (bar rainfall year, yaxis(2))
///
(scatter yield year, yaxis(1)) ///
(lfit yield year, yaxis(1)) ,
///
by(id) legend(row(1))
1980
1985
1990
1995
2000
1980
1985
1990
1995
2000
Year...
Total
Yield
Fitted values
Graphs by id
1.4
2.6
.8
.2
2
1.4
2.6
.8
.2
2
GDP/
7.2 10 GDP
2000
2000
2000
year
Graphs by province
use ourhm, clear

twoway rcapsym ni income year, xlabel(2000(2000)2004) ylabel(0.2(0.6)2.4) by(prov)

chrisccb@126.com
97
STATA 9
9.4
1
sysuse auto, clear

set scheme s2color
//see help scheme_s2color
sc mpg weight
set scheme s2mono
sc mpg weight
set scheme s2manual
sc mpg weight
set scheme s1color
sc mpg weight
set scheme s1mono
sc mpg weight
set scheme s1rcolor
sc mpg weight
set scheme s1manual

sc mpg weight
set scheme sj
sc mpg weight
set scheme economist
sc mpg weight
2
graph save "c:\ex7\rf.gph"
graph save "c:\ex7\rf.gph" , asis replace
asis
replace
3
graph use "c:\ex7\rf.gph" [, scheme(s1)]
4
graph display [, scale(1.2) ysize(3) xsize(5) scheme(s1)]

chrisccb@126.com
98
STATA 9
9.5
STATA
http://www.ats.ucla.edu/stat/stata/Library/GraphExamples/default.htm

chrisccb@126.com
99
STATA
10
2000 1000
clear
mata
R=uniform(1000,2000)
R[1,.]=R[1,.]:>uniform(1,2000)
for (i=2;i<=2000;i++) {
R[i,.]=(uniform(1,2000):>mean(R))
}
(mean(R))'
10.1
01 uniform()
di uniform()
di uniform()
di uniform()
1
0123456789
di int(10*uniform())
(0-99)
di int(100*uniform())
a,b
a+(b-a)*uniform()
a,b
a+int((b-a)*uniform())
set seed #
*============================begin====================================
clear
set obs 10
gen x1=uniform()
gen x2=uniform()
// x1 x2
set seed 1234
gen y1=uniform()
set seed 1234

chrisccb@126.com
100
STATA
gen y2=uniform()
gen y3=uniform()
// y1 y2 y3
set seed 5634
gen z1=uniform()
set seed 1234
gen z2=uniform()
// z2 y1,y2 z1 z2
list
*============================end====================================
STATA
search rnd, net
rndbin 1000 0.5 1 // 1000 0-1 1 0.5()
10.2
simulation
1
10 3 3
1
2
3
z 0.5
z
z 0-9 0.1
z
z
z 10
z 1 0
z 10 10010001000000 =/
0.826
*============================begin====================================
capt prog drop seq3
prog seq3,rclass
//rclass return r()
version 9
drop _all
// clear
set obs 10
// 10

chrisccb@126.com
101
STATA
tempvar x y z
// x,y,z
gen `x=int(10*uniform())
// 10 019
gen `y=(mod(`x,2)==0)
// y=0;y=1
gen `z=0
// Z=0
forvalues i=3/10 {
replace `z=1 if `y==`y[_n-1] & `y==`y[_n-2] in ì' // z=1
}
sum `z
return scalar max=r(max)
//z 1
end
simulate max=r(max),reps(10000) nodots:seq3
// 1
sum
*============================end====================================
clear
set obs 10
// 10
gen y=0
gen z=0
capt prog drop seq3
prog seq3
replace y=uniform()>0.5
// y=0;y=1
replace z=0
forvalues i=3/10 {
replace z=1 if y==y[_n-1] & y==y[_n-2] in ì'
}
sum z
end
simulate r(max),reps(10000) nodots:seq3
// 1
sum
capt prog drop seq3

program seq3
drop _all
// clear
rndbin 10 0.5 1
gen z=0
// Z=0
forvalues i=3/10 {
replace z=1 if xb==xb[_n-1] & xb==xb[_n-2] in ì' // z=1
}
sum z
end
simulate max=r(max),reps(10000) nodots:seq3
// 1

chrisccb@126.com
102
STATA
sum
*MATA
*============================begin====================================
mata
A=uniform(10000,10):>0.5 //,
B=J(10000,1,0)
//, 0. 1
for (j=1;j<=rows(A);j++) {
// j
for (i=3;i<=cols(A);i++) {
// j i
if ( A[j,(i-2,i-1,i)]==(0,0,0) | A[j,(i-2,i-1,i)]==(1,1,1) ) {
B[j,1]=1
//, 1
break
}
}
}
mean(B)
//
end
*============================end====================================
10.3
2
0.49
00010249=
49505199=
3
100
6905 16 48
17 8717 648987

0.867
*============================begin====================================
capt program drop girl
program girl, rclass
drop _all
set obs 3
gen x=int(100*uniform())
gen y=(x<49)
// y=1,y=0

chrisccb@126.com
103
STATA
sum y
// max 1 0
end
simulate max=r(max),reps(10000) nodots:girl
sum
*============================end====================================
clear
set obs 3
gen y=0
program girl
replace y=(int(100*uniform())<49) // y=1,y=0
sort y
scalar girl=y[_N]
// girl 1 0
end
simulate girl, reps(10000) nodots:girl
sum
.
*============================begin====================================
program girl
mat A=matuniform(1,3)
scalar girl=1
if A[1,1]>0.49 & A[1,2]>0.49 & A[1,3]>0.49 {
scalar girl=0
// 0
}
end
simulate girl,reps(10000) nodots:girl
tab _sim
*============================end====================================
*============================begin====================================
mata
A=uniform(10000,3):<0.49
B=J(10000,1,1)
for (i=1;i<=rows(A);i++) {
if (A[i,.]==(0,0,0)) {
B[i,1]=0
// 0

chrisccb@126.com
104
STATA
}
}
mean(B)
end
*============================end====================================
10.4
3
0.90.60.4
70%
1
0=
1-9=
2
0-5=
6-9=
3
0-6=
7-9=
3
0-4=
5-9=
0.558
*============================begin====================================
/*0.90.60.4
70%
*/
capt program drop surv
program surv,rclass
drop _all
set obs 1
gen z=1
gen x1=int(10*uniform())
if x1==0 {
replace z=0
}

chrisccb@126.com
105
STATA
else {
if x2<6 {
if x3>6 {
replace z=0
}
}
else {
if x4>4 {
replace z=0
}
}
}
sum z
end
simulate max=r(max),reps(10000) nodots:surv
sum
*============================end====================================
*============================begin====================================
capt program drop surv
program surv
scalar z=1
if uniform()<0.1 {
scalar z=0
}
else {
if uniform()<0.6 {
if uniform()>=0.7 {
scalar z=0
}
}
else {
if uniform()>=0.5 {
scalar z=0
}
}
}
end
simulate z,reps(10000) nodots:surv

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106
STATA
sum
*============================end====================================
10.5
X [10,30]
[10,30] 500
100
300 9280
X
f ( x ) = 20
0
10 x 30
a Z
500 X 100 ( a X )
Z =
500a + 300 ( X a )
600 X 100a
=
300 X + 200a
10 X a
a X 30
E ( Z ) = Z ( x ) f ( x ) dx
10
= 0dx +
30
10
30
10
1
Z ( x ) dx + 0dx
30
20
1
Z ( x) d
20
1 a
( 600 x 100a )dx +
20 10
1 0
+ ( 300a + 200 x )dx
20 a
a
1
300 x 2 100ax +
=
10
20
1
+ 150 x 2 + 200ax
20
= 7.5a 2 + 350a + 5250 9280
7.5a 2 350a + 4030 0
( 3a 62 )( 2.5a 65) 0
2 62
65
20 =
a
= 26
3 3
2.5
21 9280
*============================end====================================

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107
STATA
captu program drop goods

program goods
scalar x=10+int(20*uniform())
if `1'>=x {
scalar z=500*x-100*(`1'-x)
}
else {
scalar z=500*`1'+300*(x-`1')
}
end
set more off
quietly forvalues i=10/30 {
simulate z,rep(1000) nodots: goods ì'
quietly sum
scalar zì'=r(mean)
}
scalar list
*============================end====================================
10.6
Asian stochastic beetle120%
30% 1 50% 2
2
23 1/2
60
4
0.1
0.4
0.4
0.1
4
X Y
[10,20]
1000
500
f ( x, y ) = f X ( x ) f Y ( y )
1 10 x 20
= 100 10 y 20

0
chrisccb@126.com
108
STATA
1000Y
Z =
1000 X + 500 (Y X )
YX
1000 X
=
500 ( X + Y ) Y > X
E (Z ) =
= 1000 y *
D1
Z ( x ) f ( x, y ) dxdy
1
dxdy + 500 ( x + y )dxdy
100
D2
y
= 10 dy ydx + dy 5 ( x + y )dx
20
10
20
20
10
10
20
= 10 y ( 20 y ) dy +
20
10
20 3
+ 5 y 2 10Y 50 dy
10
2
= 10 10 y 2 y 3 +
3 10
20
+ 5 y 3 5 y 2 50 y
2
10
20000
=
+ 5*1500
3
14167
10.7
Asian stochastic beetle120%

30% 1 50% 2
2
*===========================begin====================================
capture prog drop bb
prog bb,rclass
local beetle=`1'
while `beetle'<500 & `beetle'>0 {
drop _all
set obs `beetle'
tempvar x y
gen `x'=uniform()
gen `y'=1
replace `y'=2 if `x'<0.5
replace `y'=0 if `x'>0.8

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STATA
quietly sum `y'

local beetle=r(sum)
}
noisily display as error `beetle'
end
set more off
quietly bb 10
*===========================end====================================
23 1/2
60
*===========================begin===================================
captu prog drop birth
prog birth
drop _all
set obs 60
tempvar y
gen `y'= int(365* uniform())
sort `y
scalar z=0
forvalues i=1/59 {
if `y'[ì']==`y'[ì'+1] {
scalar z=1
continue, break
}
}
end
simulate "birth" z,reps(100)
sum
*===========================end====================================
4
0.1
0.4
0.4
0.1
4
*===========================begin===================================
captu prog drop wns
prog wns
drop _all
set obs 4
tempvar x y

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110
STATA
gen `y'= uniform()

recode `y' (0/0.1=1) (0.1/0.2=2) (0.2/0.6=3) (0.6/1=4), gen(`x')
sort `x'
scalar z=1
forvalues i=1/4 {
if `x'[ì']==`x'[ì'+1] {
scalar z=0
continue, break
}
}
end
simulate "wns" z,reps(1000)
sum
*===========================end====================================
*===========================begin===================================
captu prog drop child
prog child
drop _all
set obs 3
tempvar y
gen `y'=int(100*uniform())
scalar boy=0
scalar girl=0
if `y'[1]<49 {
scalar girl=1
if `y'[2]<49 {
scalar girl=2 //
if `y'[3]<49 {
scalar girl=3 //
}
else {
scalar boy=1 //21
}
}
else {
scalar boy=1 //11
}
}
else {

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111
STATA
scalar boy=1 //01

}
end
simulate "child" boy=boy girl=girl,reps(1000)
sum
*===========================end====================================
*===========================begin===================================
captu prog drop child
prog child, rclass
drop _all
set obs 3
tempvar y b g
gen `y'=int(100*uniform())
gen `b'=0
gen `g'=0
replace `b'=1 if `y'>=49
sum `b'
scalar boy=r(sum)
replace `g'=1 if `y'<49
sum `g'
scalar girl=r(sum)
end
simulate "child" boy girl,reps(1000)
sum
*===========================end====================================
X Y
[10,20]
1000
500
X Y X=[1020]Y=[1020]
*============================begin====================================
capture program drop pf
prog pf
scalar x=10+10*uniform()
scalar y=10+10*uniform()
if x>=y {
scalar z=1000*y
}
else {
scalar z=500*(x+y)
}
end
simulate " pf" z,reps(10000)

chrisccb@126.com
112
STATA
sum
*============================end====================================
14153.12
X=101120y=101120
*============================begin==================================
capture program drop pf
prog pf
scalar y=10+int(11*uniform())
if x>=y {
scalar z=1000*y
}
else {
scalar z=500*(x+y)
}
end
simulate " pf" z,reps(10000)
sum
*============================end====================================
14102.65
clear
mat A=J(11,11,.)
forvalue i=1/11 {
forvalue j=1/11 {
if ì'>=`j'{
mat A[ì',`j']=1000*(9+ì')
}
else if ì'<`j' {
mat A[ì',`j']=500*(18+ì'+`j')
}
}
}
mat list A
mat a=J(1,11,1)
mat C=a*A*a'/121
mat list C
* 15909.091
* 1
clear
mat A=J(101,101,.)

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STATA
forvalue i=1/101 {
forvalue j=1/101 {
if ì'>=`j'{
mat A[ì',`j']=1000*(10+(ì'-1)/10)
}
else if ì'<`j' {
mat A[ì',`j']=500*(20+(ì'-1)/10+(`j'-1)/10)
}
}
}
mat a=J(1,101,1)
mat C=a*A*a'/10201
mat list C
15841.584
*============================end====================================

chrisccb@126.com
114
STATA 11
11
Binomial(n,k,p)
Cnkpk(1-p)n-k
normal(z)
normalden(z)
normalden(z,s) = normalden(z)/s
normalden(x,m,s) = normalden((x-m)/s)/s
lnnormal(z)
lnnormalden(z)
lnnormalden(z,s)=lnnormalden(z)-ln(s)
lnnormalden(x,m,s)=lnnormalden((x-m)/s)
chi2(n,x)
invchi2(n,p)
chi2tail(n,x)=1-chi2(n,x)
invchi2tail(n,p)
ttail(n,t)
tden(n,t)
invttail(n,p)
F(n1,n2,f)
Fden(n1,n2,f)
invF(n1,n2,p)
Ftail(n1,n2,f)=1-F(n1,n2,f).
invnormal(p)
invFtail(n1,n2,p)
11.1
Binomial(n,k,p) p n
k 0.6
4 .54432
di Binomial(6,4,0.6)
.54432
4
di Binomial(6,4,0.6)- Binomial(6,5,0.6)
.27648
di Binomial(2,1,0.5)-Binomial(2,2,0.5)
0.5
.75
.25
1
11.2
-1.96 0.025

chrisccb@126.com
115
STATA 11
.2
.4
.6
.8
di normal(-1.96)
.0249979
1.96 0.975
di normal(-1.96)
.9750021
1.96
di 1-normal(1.96)
.0249979
twoway function y=normal(x), rang(-4 4)
-4
-2
0
x
11.1p751-753
*============================begin=================================
mat z=J(61,11,.)
forvalues i=1/61{
mat z[ì',1]=(ì'-31 )/10
forvalues j=2/11 {
mat z[ì',`j']=normal((ì'-31)/10+(`j'-2)/100)
}
}
matrix colnames z = z 0 1 2 3 4 5 6 7 8 9
mat list z, format(%5.4f)
*============================end==================================
11.3
(x-m)/s=z
I.Q. 100 16
100-115
100-115
di normal((115-100)/16)- normal((100-100)/16)
.32574929
twoway function y=normal((x-100)/16), rang(50 150)

chrisccb@126.com
116
.2
.4
.6
.8
STATA 11
50
100
x
150
0.975
di invnormal(.975)
1.959964
1.96 normal(1.96)
. di invnormal(.995)
2.5758293
10%
72 13 10%
di invnormal(0.9)*13+72
88.66017
11.4
XFxY=F
X[01]P64
y=Fxx=invF(y).
YPY<=y=P(F(X)<=y)
Y[01],y<0p=0;y>1P=1,0<=y<=1
PF(x)<=y
=p{invF(F(x))<=invF(y))=p{x<=invF(y))=F(invF(y))=y

chrisccb@126.com
117
.2
.4
.6
.8
STATA 11
-4
-2
0
x
di invnorm(uniform())
*============================begin=================================
clear
set obs 10000
gen z=invnormal(uniform())
//
hist z,bin(100) norm
//
*============================end=======================
11.5
STATA
di normalden(1.95)
.05959471
s
normalden(z,s) = normalden(z)/s
di normalden(1.95,10)
.00595947
m, s
normalden(x,m,s) = normalden((x-m)/s)/s
di normalden(29.5,10,10)
.00595947
*============================begin=================================
#delimit ;
//
twoway
function y=normden(x), range(-4 4) || /**/
function y=2*normden(x-3), range(-4 7) || /* 3 2
*/
function y=2*normden(x), range(-4 4) clstyle(foreground) // 2
egend(off);

chrisccb@126.com
118
STATA 11
.2
y
.4
.6
.8
#delimit cr
*============================end=================================
-5
10
*============================begin=================================
#delimit ;
twoway
function y=normden(x), range(-4 -1.96) bcolor(gs12) recast(area) ||
function y=normden(x), range(1.96 4) bcolor(gs12) recast(area) ||
function y=normden(x), range(-4 4) clstyle(foreground) ||,
yscale(off) xscale(noline)
legend(off)
xlabel(-4 "-4 sd" -3 "-3 sd" -2 "-2 sd" -1 "-1 sd" 0 "mean"
1 "1 sd"
2 "2 sd"
3 "3 sd"
4 "4 sd", grid gmin gmax)
xtitle("");
#delimit cr
*============================end===============================
11.6
X Fx0<<1
F

chrisccb@126.com
119
STATA 11
P{X>F}=, 1-F F= F F=1-

X Fx
y
.2
.3
.4
.975
F=invF(1-)
.1
1.96
-1.96
1.96
*============================begin==============================
#delimit ;
twoway
function y=0.975, rang(-4 1.96) dropline(1.959)||
function y=normal(x), range(-4 4) clstyle(foreground) ||,
legend(off)
xlabel(1.96)
ylabel(.975)
;
#delimit cr
*============================end=============================
=0.05
di invnormal(0.95)
1.6448536
=0.05
di invnorm(0.975)
1.959964
11.7
X1X2Xn n Xi
X=Xi2 n
*============================begin============================
#delimit;
tw function y=(chi2(2,x)-chi2(2,(x-0.01)))/0.01,rang(0 30) ||
function y=(chi2(4,x)-chi2(4,(x-0.01)))/0.01,rang(0 30) ||
function y=(chi2(8,x)-chi2(8,(x-0.01)))/0.01,rang(0 30) ,legend(off);
tw function y=chi2(2,x),rang(0 30) ||

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120
STATA 11
function y=chi2(4,x),rang(0 30) ||

function y=chi2(8,x),rang(0 30), legend(off);
***
.6
.003
.8
.004
.005
tw function y=100*(chi2(2,x)-chi2(2,(x-0.01))),rang(0 30) ||

function y=100*(nchi2(2,4,x)-nchi2(2,4,(x-0.01))),rang(0 30) ||
function y=100*(nchi2(2,8,x)-nchi2(2,8,(x-0.01))),rang(0 30) ,legend(off);
*============================end==============================
n=4
.2
.001
.4
.002
n=2
n=8
10
20
30
10
20
30
100.9510
18.310.95.
di invchi2(10,0.95)
18.307038
di chi2(10,18.31)
.95004583
chi2(n,x)=1- chi2tail(n,x)
di chi2tail(10,18.31)
.04995417
invchi2(n,p)=
invchi2tail(n,1-p)
di invchi2tail(10,0.05)
18.307038
11.2P758
*===========================begin================================
mat X=J(31,3,.)
forvalues n=1/30{
mat X[`n',1]=invchi2tail(`n',0.1)
}
mat list X, format(%5.2f)
*============================end================================

chrisccb@126.com
121
STATA 11
11.8 t
t n
8 t 0.05
di invttail(8,0.05)
1.859548
di ttail(8,1.86)
.04996531
t
di invttail(8,0.025)
2.3060041
di ttail(8,2.306)
.02500016
11.3 t (p754)
*===========================begin=================================
mat t=J(31,5,.)
forvalues n=1/30{
mat t[`n',1]=invttail(`n',0.1)
}
mat list t, format(%5.3f)
*===========================begin===============================
11.9 F
F
*===========================begin=================================
#delimit ;
twoway
function y=Fden(2,8,x), rang(0 4) ||
function y= Fden(6,8,x), rang(0 4) ||
function y= Fden(6,20,x), rang(0 4) legend(off);
*===========================begin=================================

chrisccb@126.com
122
STATA 11
.6
.8
df=2,8
6,8
.2
.4
6,20
2
x
X 10 5 F X 4.74
di F(10,5,4.74)
.95010421
di invF(10,5,0.95)
4.7350631
di Ftail(10,5,4.74)
.04989579
di invFtail(10,5,0.05)
4.7350631
X 5 10 F X
. di F(5,10,3.326)
.95000672
. di invF(5,10,0.95)
3.3258345
. di Ftail(5,10,3.326)
.04999328
. di invFtail(5,10,0.05)
3.3258345
F
F(n,m,f)=1-Ftail(n,m,f)
invF(n,m,p)=invFtail(n,m,1-p)
Ftail(m,n,a)= 1/ [Ftail(n,m,1a)]
di invFtail(5,10,0.05)
3.3258345
di 1/(invFtail(10,5,0.95))
3.3258345
11.4 F (p756)
*===========================begin=================================
mat F=J(21,11,.)
forvalues i=1/21{

chrisccb@126.com
123
STATA 11
mat F[ì',1]=ì'+9
forvalues j=2/11 {
mat F[ì',`j']=invFtail((`j'-1),(ì'+9),0.05)
}
}
matrix colnames z = F 1 2 3 4 5 6 7 8 9 10
mat list F, format(%4.2f)
*===========================end================================

chrisccb@126.com
124
STATA 12
12
12.1
.1
Density
.2
.3
.4
realinc 2
*============================begin=================================
use realinc, clear
hist inc, bin(200) norm /*bin(200) 200
norm */
g linc=ln(inc)
//
hist linc,bin(200) norm
//
sum linc,d
//
g f=exp(-(linc-9.35627)^2/(2*1.221415^2))/(sqrt(2*_pi)*1.221415) //
*g f=normden(linc, 9.35627, sqrt(1.221415))
line f linc,sort
//
tw hist linc || line f linc, sort //
linc,
bfcolor(none)
blcolor(none)
blwidth(none)
normal
hist
normopts( clcolor(red) clwidth(thick)) kdensity kdenopts( clcolor(green)
clwidth(thick) )
*===========================end====================================
10
12
14
linc

chrissccb@126.com
125
STATA 12
12.2
.05
Density
.1
.15
Nu,2 Nu,2/n
5 10 8
x1 8 x2
1000 1000
*============================begin=================================
capt prog drop sd
prog sd
drawnorm x,n(8) m(5) sds(10) clear //8 u=5,o=10
quietly sum x
end
*** 1000 1000
simulate sd m=r(mean), reps (1000)
drawnorm x, m(5) sds(10)
sum
//
tw (hist m, density blcolor(olive) ) (hist x, density bfcolor(green))
*============================end===================================
-40
-20
0
Density
20
40
Density
X
5
1/sqrt(8) 8
12.3

chrissccb@126.com
126
STATA 12
*============================begin================================
capt prog drop lnsd
prog lnsd
// lnsd
drop _all
rndexp `1 3
//, net get rnd
quietly sum xe
end
* 425100400 1000
foreach s of numlist 4 25 100 400 {
simulate m`s=r(mean), reps (1000) nodots: lnsd `s
save temp`s, replace
}
rndexp 1000 3
// DGP
merge using temp4 temp25 temp100 temp400
tw (hist xe, bfcolor(green) bin(100)) ///
(hist m4, blcolor(olive) bfcolor(none) bin(20)) ///
(hist m25, blcolor(gold) bfcolor(none) bin(20)) ///
(hist m100, blcolor(blue) bfcolor(none) bin(20)) ///
(hist m400, blcolor(red) bfcolor(none) bin(20)) , legend(off)
.1
Density
.2
.3
tw (kdensity xe) (kdensity m4) (kdensity m25) ///

(kdensity m100) (kdensity m400)
*============================end==================================
10
Exponential random num0
10
10
425
100 400

chrissccb@126.com
127
STATA 12
12.4
.001
.1
.002
.003
Density
.2
.3
.004
.4
.005
*============================begin=================================
drawnorm x1-x10,n(1000) clear // 10
forv i=1/10 {
replace xì'=xì'^2
// 10
}
forv i=1/10 {
egen yì'=rsum(x1-xì') // y1=x1, y2=x1+x2
}
tw (hist y2, blcolor(olive) ) (hist y4, bfcolor(green)) (hist y10, bfcolor(red))
tw function y=100*(chi2(2,x)-chi2(2,(x-0.01))),rang(0 30) || ///
function y=100*(chi2(4,x)-chi2(4,(x-0.01))),rang(0 30) || ///
function y=100*(chi2(10,x)-chi2(10,(x-0.01))),rang(0 30) legend(off)
*============================end==================================
10
20
30
0
y2/y4/y10
Density
Density
Density
0
10
20
x
n-1
X (x-u)/
n
n 1 2
S ~ 2 ( n 1)
( 2)
2
*============================begin=================================
capt prog drop s
prog s
drawnorm x,n(`1') m(5) sds(10) clear
quietly sum x
scalar s=(`1-1)*r(Var)/100 //var
end

chrissccb@126.com
128
30
STATA 12
.001
.1
.002
.2
Density
.003
.3
.004
.4
.005
.5
*35111000
foreach i of numlist 3 5 11 {
simulate varì=s, reps (1000) nodots: s ì
save tempì, replace
}
merge using temp3 temp5
tw (hist var3, bfcolor(olive)) (hist var5, bfcolor(green)) ///
(hist var11, blcolor(red) bfcolor(none))
*============================begin=================================
10
20
var
30
40
10
20
x
12.5 F
n m
F F
*============================begin=================================
drawnorm x1-x20,n(1000) clear
forv i=1/20 {
replace xì'=xì'^2
}
egen y8=rsum(x1-x8)
egen y20=rsum(x1-x20)
keep y8 y20
drawnorm x1-x10,n(1000)
forv i=1/10 {
replace xì'=xì'^2
}
egen z2=rsum(x1-x2)
egen z6=rsum(x1-x6)
keep y* z2 z6

chrissccb@126.com
129
30
STATA 12
.2
Density/y
.4
.6
.8
g f28=(z2/2)/(y8/8)
g f620=(z6/6)/(y20/20)
tw hist f28,bin(100) bfcolor(red) || hist f620,bin(30) blcolor(yellow) ||
function y=Fden(2,8,x), range(0 20) || function y=Fden(6,20,x), range(0 20)
*============================end==================================
10
f28/f620/x
Density
y
15
20
Density
y
12.6 t
t
n-1 t
T=
X
~ t ( n 1)
S/ n
(3)
*============================begin=================================
drawnorm x1-x20,n(1000) clear
forv i=1/20 {
replace xì'=xì'^2
}
forv i=1/20 {
egen yì'=rsum(x1-xì')
}
keep y1 y2 y4 y8 y20
drawnorm x,n(1000)
g t1=x/sqrt(y1)
g t2=x/sqrt(y2/2)
g t8=x/sqrt(y8/8)
g t20=x/sqrt(y20/20)
tw hist t2 ,bin(100) || hist t8 ,bin(100) || hist t20 ,bin(100)

chrissccb@126.com
130
STATA 12
.1
.1
y
.2
Density
.2
.3
.3
.4
.4
tw function y= tden(2,x),range(-4 4) || function y= tden(8,x),range(-4 4) ||

function y= tden(20,x),range(-4 4)
*============================end==================================
-5
0
t2/t8/t20
Density
Density
-4
-2
Density
0
x
y
y
12.7
*============================begin================================
clear
drawnorm x y, n(1000)
g z=exp(0.5*(-x^2-y^2))
scat3 x y z
// sct3 search scat3,net
scat3 x y z, msymbol(point) mcolor(gold) shadow(msize(0))
*============================end=================================
clear
g z=exp(0.5*(-x^2-y^2))
g y1=-x+invnormal(uniform())
g z1=exp(0.5*(-x^2-y1^2))
scat3 x y z, mcolor(gold) shadow(msize(0)) saving(1,replace)
scat3 x y1 z1, mcolor(gold) shadow(msize(0))saving(2,replace)
graph combine 1.gph 2.gph

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131
STATA 12
clear
g z=exp(0.5*(-x^2-y^2))
g y1=x^3+invnormal(uniform())
g z1=exp(0.5*(-x^2-y1^2))
scat3 x y z, mcolor(gold) shadow(msize(0)) saving(1,replace)
scat3 x y1 z1, mcolor(gold) shadow(msize(0))saving(2,replace)
graph combine 1.gph 2.gph

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132
STATA 13
13
13.1
10
012345678
9 1 10
10
10
*===========================begin==================================
capt prog drop mle
prog mle
/*101*/
drawnorm double x0-x9,n(8) m(0,1,2,3,4,5,6,7,8,9) clear
global i=int(10*uniform())
//
forv j=0/9 {
gen lnf`j' =-0.5*ln(2*_pi)*8-sum(0.5*(x$i-`j')^2) //
scalar lnf`j'=lnf`j'[_N]
//
}
scalar list
// 10
end
mle
*10
di "" as error "X"$i //
*===========================end====================================
STATA
stata
13.2
*===========================begin==================================
capt prog drop bb
prog bb //
args lnf u v //,u v
quietly replace `lnf' = -0.5*ln(2*_pi) - ln(`v') -0.5*($ML_y1-ù')^2/(`v')^2
end
drawnorm x,n(100) m(10) sd(3) clear//103100
ml model lf bb (x=) (variance:) //

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STATA 13
ml maximize //
*===========================end====================================
argslnfu
v
quietly replace, replace
`lnf
`lnf[_N] $ML_y1
stata
ml model stata bb
ml maximiz
13.3 OLS
10
0123456789 1
10
10
*===========================begin================================
capt prog drop ols
prog ols
*10,
//0129
forv j=0/9 {
gen lnf`j' =sum((x$i-`j')^2) //10
scalar lnf`j'=lnf`j'[_N]
//
}
scalar list
//10
end
ols
*10
di "" as error X $i //?
*===========================end====================================

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134
STATA 13
13.4 MM
10 01234
56789 8
*===========================begin=================================
cap prog drop mm
*10,10
//0129
quietly sum x$i
di r(mean)
*
di "" as error X $i " //?
*===========================end====================================
13.5
*============================begin=================================
capt prog drop bb
prog bb
drawnorm x,n(100) m(5) sds(10) d clear
/*u=5,o=10100*/
quietly sum x
end
***100100meansd
simulate mean=r(mean) sd=r(sd), reps (100) nodots: bb
g n=_n
*1010095%
g zlow=mean-invnorm(0.975)*10/sqrt(100)
g zhigh=mean+invnorm(0.975)*10/sqrt(100)
*sdt
g tlow=mean-invttail(99,0.025)*sd/sqrt(100)
g thigh=mean+invttail(99,0.025)*sd/sqrt(100)
*95%1
g zsign=(zlow<5& zhigh>5)

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STATA 13
thigh/tlow
4
6
10
g tsign=(tlow<5& thigh>5)
*95%
table zsign
table tsign
*
tw rcapsym thigh tlow n, yline(5) || rcapsym thigh tlow n if thigh<5 | tlow>5
*============================end===================================
20
40
60
80
100
n
thigh/tlow
thigh/tlow
13.6
12
95%
95% 5%
(n-1) t
1 u=5
u0=5
*============================begin================================
*u=5,o=10
quietly sum x
di as text "t" as error (r(mean)-5)/(sqrt(100)*r(sd))
di as text "t" as error invttail(99,0.025)
di as result ""

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STATA 13
*===========================end===================================
1005
100
*===========================begin=================================
capt prog drop bb
prog bb
quietly sum x
scalar ref=(abs(sqrt(100)*(r(mean)-5)/r(sd))>invttail(99,0.025))
*tjud=1,0
end
simulate ref,reps(100):bb
tab _sim
//1100
*===========================begin=================================
2 u=5
u0=10
*===========================begin=================================
capt prog drop bb
prog bb
quietly sum x
scalar ref=(abs(sqrt(100)*(r(mean)-10)/r(sd))>invttail(99,0.025) )
end
simulate jud,reps(100):bb
tab _sim
*===========================begin=================================
100 10

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137
STATA
14
14.1
XYY=f(X)
v
d
v2
d = sin 2
g
didi1
^di
i
2
v
d i = i sin 2 i + ui
gi
Vg,
v
di =
sin 2
g
Vgui
v2
d i = di + ui = sin 2 + ui
g
uidi

chrisccb@126.com
138
STATA
,
,.
v00div00
fd|v0,0
vk,
2
vk
sin 2 0 + u j
g
( k = 1,2,...m)
dj =
.3
(i = 1,2,...n)
y
.2
v0
sin 2 0 + ui
g
.1
di =
.4
v0,0n
uif(u|v=v0
50
100
x
150
dv
v0
02u0v=v0
du0
,0
E ( d | v = v0 ) =
v0
sin 2 + u0
g
var( d | v = v0 ) = var(
v0
sin 2 + u | v = v0 ) = var(u | v = v0 ) = 02
g
E ( d | v = vk ) =
vk
sin 2 + uk
g
var( d | v = vk ) = var(
v0
sin 2 + u | v = vk ) = var(u | v = vk ) = k2
g
45100u0=4, 0=0.09
2
v
10000
E ( d | v = 1) = 0 sin 2 + u0 =
+4
g
9.8
var( d | v = 1) = 02 = 0.09
,
N10000/9.8+4, 0.09,
95%

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139
STATA
d = g (v ) =
v2
sin 2
g
d = g (v ) = ?
6.00
g(v)g(vk)
mean(y)
4.00
d = g (v ) = 0 + 1v + 2 v 2 + ... + (v )
2.00
d = g (v) = 0 + 1v + (v )
vki
0.00
d i = 0 + 1vk + (vk ) + ui
10
vk
E ( d | vk ) = E ( 0 + 1vk + o(vk ) + ui | vk ) = 0 + 1vk + o(vk ) + uk
f(u|vk)ukvkukvk
vkf(u|vk)2
01
o(vk)=00=^01=^1,
g(x) d = g ( v ) =
0 + 1v = 0 + 1v
0=^01=^1
vkvk=5/Ed|vk=200
E ( d | vk ) = 0 + 1vk + uk
200 = 0 + 51 + uk
(3)
v01
vm=8/Ed|vm=300,
300 = 0 + 81 + um
(4)
43
100 = 31 + um uk
uk=2um=31=[100-3-1]/3=33
5
1uk=um,
ukum,5
100 = 31
ukumEu|vk=E(u|vm)
6
E (u | v ) = u
678
*
u
*

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140
STATA
E (u ) = E[ E (u | v)] = u *
~ = E (u u * ) = u * u * = 0
Eu
7
~
~
~
~
cov(v, u ) = cov(v, u ) = E[(v Ev )(u Eu )] = Eu v = 0
d i = 0 + 1vk + ui
d i = ( 0 + u * ) + 1v k + ui u * = 0* + 1v k + u~i
E ( d | vk ) = 0* + 1vk + E (u~i | vk ) = 0* + 1vk
v
vk9
*
*
0 0u
9
SLR1
SLR2
SLR3
2
(10x=1-10)10000bomb
xyE(d|v),
v
1
2
3
4
5
6
7
8
9
10
Ed|v) .13
.47
.76
.58
1.15
2.53
2.61
3.44
4.43
5.35
E ( d | v = 1) = 0* + 1 1 = 0.13
E ( d | v = 2) = 0* + 1 2 = 0.47
...
E ( d | v = 10) = 0* + 1 10 = 5.35
nEd|v
d
d
n1
E ( d | v = 1) = E ( d | v = 1) + 1 = n11 d i + 1 = 0.13 + 1
i =1
E ( d | v = 1) = 0* + 1 1 = d1 + = 0.13 + 11
0* + 1 vk = d k + k
2
clear
set obs 10000
gen x=int((_n-0.5)/1000)+1
gen u=9*invnorm(uniform())
gen y=x^2/9.8*sin(_pi/6)+u
table x, c(mean y) format(%5.2f)

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141
STATA
0* + 1 v = d +
1 (vk v ) = ( d k d ) + ( k )
d i = 0 + 1vi + ui = 0* + 1vi + u~i

78
Eu~ = 0
7
~
Eu v = 0
8
SLR4
78
Eu~ = E ( d i 0* 1vi ) = 0
Eu~v = E[u~( d * v )] = 0
i
1 i
1 n
E u~ = ( d i 0* 1vi ) = 0
n i =1
1 n
E (u~v ) = vi ( d i 0* 1vi ) = 0
n i =1
(v v )(d d )
(v v )
i
P46
14.2
45110
0.09
di =
vi2
1 2
sin 2 + ui =
vi + ui = 0.102vi2 + ui
g
9.8
ui ~ N (0,0.09)
*********************
*===========================begin====================================
capt prog drop bomb
prog bomb
//110
scalar y=x^2/9.8*sin(_pi/2)+0.09*invnorm(uniform()) //
end
clear

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STATA
simulate "bomb" x=x y=y,reps(30)

reg y x
di 1/9.8*sin(_pi/2)
//3030
// y=a+bx+u
//95%
gen x2=x^2
// y=a+bx2+u
reg y x2
//
di 1/9.8*sin(_pi/2)
//95%
*===========================end====================================
X
0.10295
*===========================end====================================
clear
mat m=(3,4,5,0)
mat sd=(9,9.6,0.01,0\9.6,16,12,0\0.01,12,25,0\0,0,0,1)
/*,X1()X2(),X3(),
,*/
capt prog drop bb
prog bb
drop _all
drawnorm x1 x2 x3 x4,n(30) means(m) cov(sd)
gen y=120+50*x1+100*x2+30*x3+x4
quietly reg y x1 x2 x3
end
simulate _b _se,reps(1000): bb
hist _b_x1
14.3
var( d | v = vk ) = var(
v0
sin 2 0 + u | v = vk ) = var(u | v = vk ) = k2
g
SLR5
var( d | v ) = var(u | v ) = k2 = 2
p662
var( d | v ) = var(u | v ) = E (u 2 | v ) [ E (u | v )]2 = 2
E (u 2 | v ) = 2
E (u 2 | v ) = E[( d i 0 1vk ) 2 | v ] = 2

chrisccb@126.com
143
STATA
uvp662
E (u 2 ) = E (u 2 | v ) = 2
ui = d i 0 1vi = 0 1vi + ui 0 1vi = ui ( 0 0 ) ( 1 1 )vi
0 = ui ( 0 0 ) ( 1 1 )vi
ui = ui ui ( 1 1 )(vi vi )
dyvx,
(1) u i = yi 0 1 xi
= ( 0 + 1 xi + ui ) 0 1 xi
= u ( ) ( ) x
i
( 2) u i = u ( 0 0 ) ( 1 1 ) x
(3) u = (u u ) ( )( x x )
i
( 4) u i = (ui u ) + ( 1 1 ) 2 ( xi x ) 2 2( 1 1 )(ui u )( xi x )
2
(5) u i = (ui u ) 2 + ( 1 1 ) 2 ( xi x ) 2 2( 1 1 ) ui ( xi x )
2
2
(6) E ( u i ) = E[(ui u ) 2 ] + E[( 1 1 ) 2 ] ( xi x ) 2 2 E[( 1 1 ) ui ( xi x )]
= ( n 1) 2 + 2 2 2 = ( n 2) 2
( 7) E (
1
1
2
2
u i ) = 2 , 2 =
u i 2
n2
n2
regressregress
*===========================begin====================================
capt prog drop bomb
prog bomb
scalar y=x^2/9.8*sin(_pi/2)+0.09*invnorm(uniform())
end
clear
simulate "bomb" x=x y=y,reps(30)
//
gen x2=x^2
// y=a+bx2+u
* 1 =
( x x )( y y )
(x x)
i
*b1
egen my=mean(y)
//y
egen mx=mean(x2)
//x2
gen nmy=y-my
//y
gen nmx=x2-mx
//x2
egen fz=sum(nmx*nmy)
//
egen fm=sum(nmx^2)
//
egen sst=sum(nmy^2)

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STATA
scalar b1=fz[_N]/fm[_N]
scalar b0=my[_N]-b1*mx[_N]
* =
2
1
2
ui
n2
//b1
//b0
2 ,
gen uh=y-b0-b1*x2
//
gen uh2=uh^2
sum uh2
scalar SSR=r(sum)
//SSR
scalar SST=sst[_N]
// SST
scalar SSE=SST-SSR
// SSE
scalar R2=SSE/SST
//R2
scalar F= SSE/(SSR /(_N-2))
//F
scalar PF=Ftail(1,_N-2,F)
//FP
scalar SER=sqrt(SSR/(_N-2))
//^
( )
* Var 1 = 2 =
sx
(x
i =1
x)
b1
2
sum x2
scalar SX2= r(Var)* (_N-1)
scalar seb1= SER/sqrt(SX2)
//Sx2
//b1
scalar tb1= b1/seb1

scalar pb1=ttail(_N-2,tb1)
scalar condn=b1-invttail(_N-2,0.025)*seb1
scalar conup=b1+invttail(_N-2,0.025)*seb1
//b1t
//b1p
//95%
//95%
reg y x2
//
ereturn list
//
di e(rss)
// SSRe(rss)
di e(rss)/(_N-2)
//
di e(rmse)
//
sum x2
di _b[x2]/e(rmse)/sqrt (r(Var)*(_N-1)) //b1t
di ttail((_N-2), _b[x2]/e(rmse)/sqrt(r(Var)* (_N-1))) //p
di _b[x2]+invttail((_N-2),0.025)*e(rmse)/sqrt(r(Var)* (_N-1)) //95%
di e(mss)/(e(rss)/(_N-2))
//F
di Ftail(1,28,e(mss)/(e(rss)/(_N-2)))
//FP
*===========================end====================================
14.3
e ~ N (0, 2 )
y = 0 + 1 x + e ~ N ( 0 + 1 x, 2 )
e y

chrisccb@126.com
145
STATA
0 + 1 x x
01
*===========================begin==================================
capt prog drop bb
prog bb
args lnf theta1 theta2
quietly replace `lnf' = ///
-0.5*ln(2*_pi)-ln(`theta2')-0.5*($ML_y1-`theta1')^2/(`theta2')^2
end
drawnorm x u,n(30) clear
gen y=10+8*x+invnorm(uniform())
ml model lf bb (y= x) (variance:)
ml maximize
*===========================end===================================

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146
STATA
15
15.1
y=x+e, e~N(0,2)y~ N(x,2)

Ey|x=x
clear
set obs 1000
gen x=int(5*uniform())+1
//x15
gen y=x+invnorm(uniform())
//yx+e
gen f=normden(y,x,1)
//y
scat3 y x f
//,scat3
y=x+e, eN(0,i2)y N(x,i2)

Ey|x=xvar(y|xi)= i2
clear
set obs 1000
gen x=int(5*uniform())+1
gen y=.
gen f=.
forvalue i=1/5 {
drawnorm eì',n(1000) m(0) sds(ì')
//15
replace y=x+eì' if x==ì'
replace f=normden(y,x,ì') if x==ì'
}
scat3 y x f

chrisccb@126.com
147
STATA
15.2
ux
MRL.5: Var(u|x1,,xk)=2
(heteroskedasticity): Var(ui|xi1,,xik) =i2
OLS
2
SST
x
(1) OLS
,.
,,
.
(2)OLS
(xi x ) i2
=
ROLS
,?
SSTx2
! var(GLS)<=var(ROLS)
, t F
,.

(3)GLS BLUE
GLS OLS
GLS WLS WLS GLS

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148
STATA
yi = 0 + 1 xi + ui
yi
= 0
+ 1
xi
E (ui2 ) = i2
+
ui
i2
var( ) = E ( ) = 2 E (u ) = 2 = 1
i
i
i
i
ui
min (
ui
ui
) 2 = min (
2
i
yi
= min ( yi 0 1 xi ) 2
xi
)2
i2
y=5+8*x+ui
ui~N(0,xia), a=0,a=1,a=2,a=3,a=4 ,
OLS, OLS GLS ,.
*===========================begin====================================
clear
capt prog drop het
prog het
drop _all
set obs 100
gen x=uniform()
gen u=sqrt(x^`1')*invnorm(uniform())
//ui~N(0,xia),
gen y=5+8*x+u
end
forvalue i=0/4 {
//a=0,a=1,a=2,a=3,a=4
quietly {
4
het ì' //i=0ui~N(0,1)i=4ui~N(0,xi )
reg y x
//OLS
esti store olsì' //olsÌ
reg y x , robust
//
esti store rolsì'
gen wì'=1/(x^ì')
//
reg y x [aw=wì']
//WLS
esti store wlsì'
replace y=y/sqrt(x^ì')
//y*=y/
gen x0=1/sqrt(x^ì')
replace x=x/sqrt(x^ì') //x*=y/
*
reg y x0 x,noc
// GLS,y*=ax0+bx 1+u,noc
esti stor glsì
}
esti table olsì' rolsì' glsì' wlsì,se //
}
*===========================end====================================

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149
STATA
:,OLS ()GLS
, a .
GLS
15.3
yi = 0 + 1 xi + ei
ei ~ N (0, i2 )
(i) i2 =
(ii) i2 = xi2
(ii) i2 = xi
iiiiii
*===========================begin====================================
clear
set obs 1000
gen x=uniform()
gen u1=invnorm(uniform()) //
2
gen u2=x^2*invnorm(uniform()) //u2i~N(0,xi )
gen u3=x*invnorm(uniform())
//u3i~N(0,xi)
gen y1=1+5*x+u1
gen y2=1+5*x+u2
gen y3=1+5*x+u3
reg y1 x
rvpplot x
//,YY^YX
imtest,white //
reg y2 x
rvpplot x
//YxX
imtest,white
//
reg y3 x
rvpplot x
imtest,white
*===========================end====================================

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150
STATA
yi = 0 + i xi1 + 2 xi 2 + ei
ei ~ N (0, i2 )
i2 = e + ln( x ) + ln( x
(i) 1 = 2 = 0
(ii) 1 = 2, 2 = 0
(iii) 1 = 0, 2 = 2
(iv) 1 = 2 = 1
0
i1
i2
iii-iv
*===========================begin====================================
clear
set obs 1000
gen x1=uniform()
gen x2=1+3*invnorm(uniform())
gen e=invnorm(uniform()) //
gen u2=exp(2*ln(x1))*e
//a1=2,a2=0,x1
//a1=0,a2=2,x2
gen u4=exp(ln(x1)+ln(x2))*e //a1=1,a2=1,x1x2
gen y1=1+3*x1+5*x2+e
gen y2=1+3*x1+5*x2+u2
gen y3=1+3*x1+5*x2+u3
gen y4=1+3*x1+5*x2+u4
reg y1 x1 x2
rvfplot
reg y2 x1 x2
rvpplot x1
reg y3 x1 x2
rvpplot x2
reg y4 x1 x2
rvfplot
imtest,white
*===========================begin====================================
15.4 ()

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151
STATA
y i = 0 + 1 x i + ei
ei ~ N (0, i2 )
(i ) i2 = i
(ii) i2 = i x i2
(ii) i2 = i x i
n=10,20,30,40,50,60,70,805%10%white
1000
*===========================begin====================================
clear
set more off
capt prog drop het
prog het
quietly {
drop _all
set obs `1' //`1
gen x=uniform()
gen u1=invnorm(uniform())
//
2
gen u2=x^2*invnorm(uniform()) //u2i~N(0,xi )
gen u3=x*invnorm(uniform())
//u2i~N(0,xi)
gen y1=1+5*x+u1
gen y2=1+5*x+u2
gen y3=1+5*x+u3
reg y1 x
imtest,white
//
scalar z1=r(p)
//Pz1
reg y2 x
imtest,white
scalar z2=r(p)
reg y3 x
imtest,white
scalar z3=r(p)
}
end
forvalues i=10(10)80 { //1020.7080
simulate z1 z2 z3,rep(100) nodots:het ì'
mkmat _s*, mat(A) //PA
mat B=(nullmat(B),A) //PB
}
svmat B
//B
drop _sim*
quietly forvalue i=1/24 {
gen aì'=(Bì'>0.05)
//P0.0510

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152
STATA
}
sum a*,seps(3)
*
mata
A=st_matrix("B")
A=A:>0.05
(mean(A))'
end
*===========================end====================================
100
yi = 0 + i xi1 + 2 xi 2 + ei
ei ~ N (0, i2 )
i2 = e + ln( x ) + ln( x
(i) 1 = 2 = 0
(ii) 1 = 2, 2 = 0
(iii) 1 = 0, 2 = 2
(iv) 1 = 2 = 1
0
i1
i2
*===========================begin====================================
clear
set memory 40m
set matsize 2000
capture program drop het
program het
quietly {
drop _all
set obs `1'
gen x1=uniform()
gen e=invnorm(uniform())
gen u4=exp(ln(x1)+ln(x2))*e
gen y1=1+3*x1+5*x2+e
gen y2=1+3*x1+5*x2+u2
gen y3=1+3*x1+5*x2+u3
gen y4=1+3*x1+5*x2+u4
forvalues i=1/4 {
reg yì' x1 x2
imtest,white
scalar zì'=r(p)
}

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STATA
}
end
forvalues i=10(10)80 {
simulate "het ì'" z1 z2 z3 z4,rep(1000)
mkmat _s*, mat(A)
mat B=(nullmat(B),A)
}
svmat B
drop _sim*
quietly forvalue i=1/32 {
gen aì'=(Bì'>0.05)
}
sum a*, sep(4)
*===========================begin====================================
15.5 WLS GLS
WLS
FGLS
White
yi = 10+ 5xi +ui

ui ~ N(0; i)
=======================begin===================================
clear
capt prog drop het
prog het
drop _all
set obs 100
gen x = invnorm(uniform())
gen z = _n
gen e = sqrt(z)*invnorm(uniform())
gen y = 10 + 5*x + e
quietly reg y x
end
=======================end===================================
OLS
het
reg y x
x1000
simulate _be _se,reps(1000):het

x

chrisccb@126.com
154
STATA
OLS
WLS
:
=======================begin===================================
clear
capt prog drop het
prog het
drop _all
set obs 100
gen z = _n
gen y = 10 + 5*x + e
reg y x [aweight=1/z]
end
=======================end===================================
R21000
simulate _be _se,reps(1000) :het
,OLS
WLSOLS:
=======================begin===================================
clear
capt prog drop het
prog het
drop _all
set obs 100
gen z = _n
gen y = 10 + 5*x + e
reg y x [aweight=1/x ]
end
=======================end===================================
WLS 1000
simulate _be _se,reps(1000): het
WLS WLS
15.6 FGLS
(1) OLSi
(2) ln(i2)
(3) ln(2) i
(4) i = exp(i)
(5) 1/ i ,WLS

chrisccb@126.com
155
STATA
yi = 0 + i xi1 + 2 xi 2 + ei
ei ~ N (0, i2 )
i2 = e + ln( x ) + ln( x
(i) 1 = 2 = 0
(ii) 1 = 2, 2 = 0
(iii) 1 = 0, 2 = 2
(iv) 1 = 2 = 1
0
i1
i2
clear
set obs 100
gen x1=uniform()
gen e=invnorm(uniform())
gen u4=exp(ln(x1)+ln(x2))*e
gen y1=1+3*x1+5*x2+e
gen y2=1+3*x1+5*x2+u2
gen y3=1+3*x1+5*x2+u3
gen y4=1+3*x1+5*x2+u4
*GLS
reg y1 x1 x2
reg y2 x1 x2 [aw=1/x1]
reg y3 x1 x2 [aw=1/x2]
gen x12=x1*x2
reg y4 x1 x2 [aw=1/x12]
*FGLS
forvalues i=1/4 {
reg yì x1 x2
predict uhì,res
gen luhì=ln(uhì*uhì)
reg luhì x1 x2
predict gì
gen ì=exp(ì)
reg y2 x1 x2 [aweight=1/ì]
}

chrisccb@126.com
156
STATA 16
16
16.1
STATA 1960 0 1960 1 2 1
help dates
----- Numerical value & interpretation -----Format
Meaning
Value=-1
%tc
clock
31dec1959
23:59:59.999
00:00:00.000
00:00:00.001
%td
days
31dec1959
%tw
weeks
1959w52
%tm
months
1959m12
%tq
quarters
1959q4
%th
half years
1959h2
%tg
generic
-1
Value=0
01jan1960
Value=1
01jan1960
01jan1960
1960w1
1960m1
1960q1
1960h1
0
02jan1960
1960w2
1960m2
1960q2
1960h2
1
*
di (mdy(10,26,2007)-mdy(3,27,1979))/365.25
*
sysuse sp500, clear
gen d=day(date)
gen w=week(date)
gen m=month(date)
gen q= quarter(date)
gen hy= halfyear(date)
gen y=year(date)
gen ndate1=mdy(m,d,y)
gen weekd=dow(date)
//
//
gen yeard=doy(date)
*
tsset date
list if tin(08jan2001 ,23jan2001) //1823
list if tin( ,08jan2001)
*
use http://fmwww.bc.edu/ec-p/data/wooldridge/nyse, clear
save nyse, replace
tsset t
//
g r_1=return[_n-1]
//
g r1=L.return
//
g r4=L4.return //
list r* in 1/10
g f2=F2.return
//

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157
STATA 16
g d1=D.return
//
g s1=S.return
//
list return f* d* d s in 1/10
reg return L.return L2.return S.price D(1/3).price //\
g price1=(price[_n-1]+price[_n]+price[_n+1])/3 //,3
//
egen price2=ma(price),nomiss t(3)
egen price31=ma(price), t(31)
//
tsline price price1 price31
tsline price price31 in 200/400
smooth 31 price, gen(price31r)
//
list price31* in 100/110
tsline price price31r in 200/400
gen rough=price-price31
//
tsline price rough
16.2
m, t1 , t 2 , ", t m T
Ft1 ,t2 "tm ( x1 , x2 , ", xm ) = Ft1+ ,t2+ "tm+ ( x1 , x2 , " , xm )
1) EX t2 < , t T
2) EX t = , t T
3) (t , s ) = (k , k + s t )t , s, kk + s t T
(1) EX t = , t T
2 , t = s
(2) (t , s ) =
, t , s T
0, t s

BLUE

chrisccb@126.com
158
STATA 16
Barlett : n
k ~ N (0, )
,k 0
n
m
H 01 = 2 = " = m = 0, m 1
H1 k 0, m 1k m
m
Q = n k2 ~ 2 (m)
LB
LB = n(n + 2) (
k =1
k =1
k2
nk
) ~ 2 ( m)
ARMAsim_arma 3,
set seed 1234
drawnorm x, n(691) sds(3) clear
set seed 1234
sim_arma y, sigma(3) //xy
tsline y //
hist y ,bin(50) norm //
sum y, d //
ttest y==0 //
sdtest y==1 //1
pnorm y, grid
//
wntestb y
//
wntestq y
//
corrgram y //Q
ac y
//
pac y
//
nyse.dta ,,
? ?
use nyse, clear
tsset t
3
Search sim_arma,net click here to install

chrisccb@126.com
159
STATA 16
rename return y
tsline y
//
hist y, bin(50) norm //
sum y, d //
ttest y==0 //
sdtest y==1 //1
pnorm y, grid
//
//
swilk y
sktest y
//
wntestb y
//
wntestq y
//
corrgram y //Q
ac y
//
pac y
//
reg y L.y
16.3 AR
p AR(p)
xt = 0 + 1 xt 1 + 2 xt 2 + " + p xt p + t
p 0
2
E ( t ) = 0Var ( t ) = , E ( t s ) = 0, s t
Ex = 0, s < t
s t
0 = 0 AR(p)
clear
set seed 1234
sim_arma y, ar(0.8) n(100)
set seed 1234
g x=y in 1
replace x=0.8*x[_n-1]+invnormal(uniform()) in ì'
}
y x
(1) xt = 0.8 xt 1 + t
(2) xt = 1.1xt 1 + t
(3) xt = xt 1 0.5 xt 2 + t

chrisccb@126.com
160
STATA 16
-2
AR(0.8)
50
100
-4
-2
AR(1,-0.5)
50
AR(-1,1)
0 5.00e+283
1.00e+284
1.50e+284
-40000
-20000 0 2000040000
(4) xt = xt 1 + 0.5 xt 2 + t
clear
sim_arma x1, nobs(100) ar(.8)
sim_arma x2, ar(-1.1)
sim_arma x3, ar(1, -0.5)
sim_arma x4, ar(1, 0.5) spin(2000)
reshape long x, i(_t) j(n)
label define nlb 1 "AR(0.8)" 2 "AR(-1,1)" 3 "AR(1,-0.5)" 4 "AR(1,0.5)"
label value n nlb
tsline x, by(n, rescale)
100
50
100
AR(1,0.5)
50
100
_t
Graphs by n
AR
AR(p)p
clear
kpss x1,notrend
kpss x4,notrend
AR
AR(p) Ext = E (0 + 1 xt 1 + " + p xt p + t )
{ t }
Ext = , E ( t ) = 0 , t T

chrisccb@126.com
1 1 " p
161
STATA 16
AR(p)
xt k
E ( xt xt k ) = 1 E ( xt 1 xt k ) + " + p E ( xt p xt k ) + E ( t xt k )
E ( t xt k ) = 0
k = 1 k 1 + 2 k 2 + " + p k p
k
k = k = 1 k 1 + 2 k 2 + " + p k p
0
p
AR (k ) = ci ik
p
k
(k ) = ci i 0
i =1
c1 , c2 ," , c p
i =1
AR(1)
AR(1)
AR(1)
2
k = 1 k 1 = 0 =
, k 1
1 12
k
1
k
1
k = 1k , k 0
AR(2)
1 2
2
0 = (1 + )(1 )(1 + )
2
1
2
1
2
1 0
1 =
1 2
k = 1 k 1 + 2 k 2k 2
clear
sim_arma x2, ar(-1.1)
sim_arma x3, ar(1, -0.5)
1,

k = 1
1 2
1 k 1 + 2 k 2
ac x1,lags(20) title("ACF for AR(1) p= 0.8") ytitle("")

ylabel(,format(%3.1f)) note("") saving(1,replace)
ac x2,lags(20) note("") title("ACF for AR(1) p=-0.8")
ytitle("") ylabel(,format(%3.1f)) saving(2,replace)
ac x3,lags(20) note("") title("ACF for AR(1) p1=1 p2=-0.5")
ac x4,lags(20) note("") title("ACF for AR(1) p1=-1 p2=-0.5")
graph combine 1.gph 2.gph 3.gph 4.gph,ycom

chrisccb@126.com
k =0
k =1
k2
///
///
///
///
162
STATA 16
PACF for AR(1) p= 0.8
15
10
Lag
15
20
1.0
0.5
10
Lag
15
20
0.0
-1.0 -0.5
10
Lag
15
20
10
Lag
15
20
PACF for AR(1) p1=-1 p2=-0.5
0.5
1.0
0.5
-1.0 -0.5
5
PACF for AR(1) p1=1 p2=-0.5
0.0
0.5
0.0
-1.0 -0.5
0
20
1.0
10
Lag
ACF for AR(1) p1=-1 p2=-0.5
1.0
ACF for AR(1) p1=1 p2=-0.5
0.5
0.0
20
-1.0 -0.5
15
1.0
10
Lag
-1.0 -0.5
0.0
-1.0 -0.5
-1.0 -0.5
5
0.0
0.5
1.0
0.5
0.0
0.5
0.0
-1.0 -0.5
0
PACF for AR(1) p=-0.8
1.0
ACF for AR(1) p=-0.8
1.0
ACF for AR(1) p= 0.8
10
Lag
15
20
10
Lag
15
20
AR(p) k k-1
k-1 xt k xt
)( x Ex
)]
E[( xt Ex
t
t k
t k
xt , xtk xt1 ,", xtk +1 =
2
E[( xt k Ext k )
k k k
1 = k 1 0 + k 2 1 + " + kk k 1
= + +"+
2
k1 1
k2 0
kk k 2
""""""""
k = k1 k 1 + k 2 k 2 + " + kk 0
AR(p) P
kk =
)( x Ex
)]
E[( xt Ex
t
t k
kt
2
E[( xt k Ext k ) ]
kk = 0 , k > p
16.4 MA
q MA(q) = 0
MA(q) xt = + t 1 t 1 2 t 2 " q t q
q 0
2
E ( t ) = 0Var ( t ) = , E ( t s ) = 0, s t
MA
+ t 1 t 1 2 t 2 " q t q=
Ext = E
Var ( xt ) = Var ( + t 1 t 1 2 t 2 " q t q ) = (1 + 12 + " + q2 ) 2
p
k =0
1,
(1 + 12 + " + q2 ) 2 , k = 0
qk
k + i k + i
qk
i =1
kq
k = ( k + i k +i ) 2 , 1
, 1 k q
k =
2
2
1
i
=
chrisccb@126.com 1 + 1 + " + q
0,
k >q
0,
k>q
163
STATA 16
MA(1) MA(2)
1
1
k =
2
1 + 1
0
,k = 0
,k =1
,k 2
,k = 0
1
+
1 2 1 22
1 + 1 + 2
k =
2
1 + 12 + 22
,k = 1
,k = 2
,k 3
kk = (1 t 1 " q t q )(1 t k 1 " q t k q +1 )
1 ," q kk
(1) xt = t 2 t 1
(2) xt = t 0.5 t 1
4
16
(3) xt = t t 1 + t 2
5
25
5
25
(4) xt = t t 1 + t 2
4
16
MA MA
(1) xt = t 2 t 1 (2) xt = t 0.5 t 1

4
16
5
25
(3) xt = t t 1 + t 2 (4) xt = t t 1 + t 2
5
25
4
16
MA MA AR
MA MA
MA
MA(q)MA(q)i < 1
clear
sim_arma x1, nobs(100) ma(-2)
sim_arma x2, ma(-0.5)
sim_arma x3, ma(-0.8, 0.64)
sim_arma x4, ma(-1.25, 0.64)
pac x1, saving(1,replace)
graph combine 1.gph 2.gph 3.gph 4.gph,ycom

chrisccb@126.com
>1
164
STATA 16
ACF for MA(1) p=-0.5
10
Lag
15
20
10
Lag
15
20
10
Lag
15
20
ACF for MA(2) p1=-1.25 p2=0.64
10
Lag
15
20
10
Lag
15
PACF for MA(2) p1=-0.8 p2=0.64

-0.8 -0.6 -0.4 -0.2 0.0 0.2
-0.6 -0.4 -0.2 0.0 0.2 0.4
ACF for MA(2) p1=-0.8 p2=0.64

-0.6 -0.4 -0.2 0.0 0.2 0.4
-0.8 -0.6 -0.4 -0.2 0.0 0.2

0
20
10
Lag
15
20
PACF for MA(2) p1=-1.25 p2=0.64

-0.8 -0.6 -0.4 -0.2 0.0 0.2
PACF for MA(1) p=-0.5

-0.8 -0.6 -0.4 -0.2 0.0 0.2
PACF for MA(1) p=-2
-0.6 -0.4 -0.2 0.0 0.2 0.4
-0.6 -0.4 -0.2 0.0 0.2 0.4
ACF for MA(1) p=-2
10
Lag
15
20
10
Lag
15
20
ARMA(p,q) 0 = 0
ARMA(p,q).
xt = 0 + 1 xt 1 + " + p xt p + t 1 t 1 " q t q
p 0 q 0
2
E ( t ) = 0Var ( t ) = , E ( t s ) = 0, s t
Ex = 0, s < t
s t
( B) = 0
,
ARMA(p,q):P
ARMA(p,q)
ARMA(p,q):q ( B) = 0 ,
ARMA(p,q).
AR(P)
MA(q)
ARMA(p,q)
clear
sim_arma y1,ma(0.9) n(1000) time(t)
sim_arma y2,ar(0.1)
sim_arma y3,ma(0.2,0.3,0.8)
sim_arma y4,ma(0.2) ar(-0.7)
tsset t
ac y1,recast(bar) //
pac y1,recast(bar) //
arima y1,ma(1)

chrisccb@126.com
165
STATA 16
arima y1,arima(0,0,1) //
ac y3,recast(bar) //
pac y3,recast(bar) //
arima y3,arima(0,0,3)
arima y3,ma(1/3)
predict uh3, resid
//
corrgram uh3, lags(8) //
predict yh3
tsline y3 yh3 in 100/140
Barlett
1
n
k ~ N (0, ) , n
95
Pr
Pr
Quenouille
1
n
kk ~ N (0, ) , n
2
2
k
0.95
n
n
2
2
kk
0.95
n
n
:() d
95 2
()
d
p + q + 2 1 ," , p , 1 ," , q , , 2
:
,
H 01 = 2 = " = m = 0, m 1
H1 k 0, m 1k m
m
k2
) ~ 2 ( m)
LB = n(n + 2) (
LB
k =1 n k
j j
T
=
n
m
~ t ( n m)
a jj Q( )
An Information Criterion

chrisccb@126.com
166
STATA 16
AIC
AIC = n ln( 2 ) + 2()
AIC AIC
SBC SBC = n ln( ) + ln(n)()

clear
set obs 200
set seed 1234
sim_arma y, ar(0.9) ma(0.9,0.3,0.5)
arima y , ar(1) ma(1/3)
icomp
//net get icomp
2
16.5
,,,
,
,
,
use http://fmwww.bc.edu/ec-p/data/wooldridge/phillips, clear
tsset year, yearly
set seed 1234
sim_arma u, ar(0.8)
drawnorm x, mean(5) sds(9)
g y=20*x+u
reg y x
dwstat
//dw
durbina //durbinabgodfrey
bgodfrey, lag(1/3)
predict e, res
g e1=e[_n-1]
line e e1, sort
reg e x L(1/3).e
dwstat
bgodfrey, lag(1/3)
prais y x
prais y x, corc
prais y x, twostep
prais y x, ssesearch
prais y x, robust
reg inf unem
predict uh, res

chrisccb@126.com
167
STATA 16
reg uh L.uh
reg inf unem
dwstat
durbina
prais inf unem, ssesearch
wooldbridge (12.3)
use http://fmwww.bc.edu/ec-p/data/wooldridge/barium, clear
tsset t, yearly
reg lchnimp lchempi lgas lrtwex befile6 affile6 afdec6
predict uh, res
reg uh lchempi lgas lrtwex befile6 affile6 afdec6 L(1/3).uh
test L1.uh L2.uh L3.uh
prais lchnimp lchempi lgas lrtwex befile6 affile6 afdec6, corc
use http://fmwww.bc.edu/ec-p/data/wooldridge/PRMINWGE, clear //
newey lprepop lmincov lprgnp lusgnp t, lag(2)
reg lprepop lmincov lprgnp lusgnp t
bgodfrey
bgodfrey , lags(1 2 3)
dwstat
drawnorm x, mean(5) sds(9) clear
sim_arma u, ar(-0.2 -0.8)
//
g y=20*x+u
reg y x
dwstat
durbina, lag(1 2 3) robust
bgodfrey, lag(1/5)
predict e, res
reg e L(1/2).e
reg e L(1/5).e
newey y x, lag(2)
prais y x, ssesearch
16.6
,
clear
sim_arma y, ar(1) n(691) spin(2000) time(t)
tsline y D.y //:
pac y
ac y
reg y L.y
//1,,t. Yt=p*Yt-1+u,p=1
//Yt=p*Yt-1+u,p=1
ttest y==1
reg D.y L.y /*2, Y=(p-1)*Yt-1+u, p*=p-1=0?

chrisccb@126.com
168
STATA 16
,p*t,(Dickey-Fuller
distribution),,*/
dfuller y, lags(0)
//DF
dfuller y, lags(0) regress //DFY=(p-1)*Yt-1+u
dfgls y //
dfgls y, maxlag(3)
pperron y
pperron y, reg
NYSE,,
use nyse, clear
tsset t
*:
corr price L2.price
tsline price D.price
corrgram price, lag(10)
pac price
ac price
dfuller price
dfuller price, lags(0) regress
dfgls price
pperron price
xcorr price return, lags(9)
xcorr price return, lags(9) table
sim_arma y, ar(1) n(691) spin(2000) time(t)
replace y=y+50
tsline price D.price || line y D.y
corrgram y
corrgram price
dfuller y,lags(0) regress
dfuller price,lags(0) regress
/*yu,u,uu
y-u=p(y-1-u)+ey=A+py-1+e=u(1-p),
p=1=0*/
reg y L.y
*,
use nyse, clear
tsset t
g y=49.75 in 1 //
replace y=0.2+y[_n-1]+invnorm(uniform()) in ì'
}
tsline y D.y || tsline price D.price
* : y=b+yt-1+e, y-a-b*t=p(yt-1-a-b*t)+e, y=A+Bt+pyt-1+e,

chrisccb@126.com
169
STATA 16
=a(1-p)+bp,B=b(1-p), p=1=b, B=0

reg y L.y
reg D.y L.y
reg D.y L.y t
dfuller y, lags(0) regress
dfuller price, lags(0) regress
dfuller y, lags(0) trend regress
dfuller price, lags(0) trend regress
/*:xyyt=a+bxt+ut,ut,
,,I(0);XY,
ut=yt-a-bxt,XY.*/
clear
sim_arma x, ar(1) n(200) time(t) spin(2000)
g y=10+0.5*x+invnormal(uniform())
tsline x y
reg y x
predict e, res
dfuller y
dfuller x
dfuller e, regress
clear
capt prog drop bb
prog bb
drop _all
set obs 100
sim_arma x,ar(0.8)
sim_arma y,ar(0.8)
reg y x
test x=0
scalar p1=r(p)
prais y x,corc
test x=0
scalar p2=r(p)
end
quietly simulate p1=p1 p2=p2,reps(1000):bb
gen h1=p1<0.05
g h2=p2<0.05
tab h1
tab h2
*hist h,xline(0.05)

chrisccb@126.com
170
STATA 16
16.7
use nyse, clear
tsset t
rename price y
tssmooth ma y1=y, window(4 0 3) replace
/*window,
,*/
tssmooth ma y2=y, weight(5 1 7 <2> 8) replace
/*weight<>,<>
,<>*/
tssmooth exponential y1=y, parms(0.1) replace //
tssmooth exponential y2=y, parms(0.9) replace
tsline y y1 y2 in 500/600
tssmooth dexponential y1=y, parms(0.1) replace
tssmooth dexponential y2=y, parms(0.9) replace
tsline y y1 y2 in 500/600
tssmooth dexponential y1=y in 500/680, forecast(10) replace //
tssmooth exponential y2=y in 500/680, parms(0.5) forecast(10) replace
tsline y y1 y2 in 650/l
tssmooth hwinters y1=y in 500/680,p (0.3 0.2) f (10) replace //Holt-Winters
tssmooth h y2=y in 500/680, p (0.1 0.9) f (10) replace
*****Holt-Winters season smoothing
tssmooth shwinters y1=y in 500/680,p (0.3 0.2 .1) period(4) f (10) replace
tssmooth s y2=y in 500/680, p (0.1 0.9 .2) f (10) per (4) replace //HW
tssmooth nl y1=y in 500/680,smoother(3rssh) replace
tssmooth nl y2=y in 500/680, smoother(4253h,twice) replace

chrisccb@126.com
171
STATA 17
17
17.1 OLS
1-6 OLS
*===========================begin====================================
clear
set memory 40m
mat m=(3,4,5,0)
mat sd=(9,9.6,0.01,0\9.6,16,12,0\0.01,12,25,0\0,0,0,1)
/*,X1X2(),X1
X3,X2X3,x4,*/
gen u=invnorm(uniform())
/*uuN(0,)
10
IID*/
gen y=12+5*x1+10*x2+3*x3+x4+u /*10
10u
Xu
E(u|X)=0, Var(u|X)=9*/
reg y x1 x2 x3 x4
/*
X21095%*/
/*OLS
OLS
620
*/
capt prog drop _all
prog bb
drop _all
gen y=12+5*x1+10*x2+3*x3+x4+u
quietly reg y x1 x2 x3 x4
end
simulate _b,reps(200): bb
sum _b_x2
//OLS10
pnorm _b_x2 //
swilk _b_x2 //
hist _b_x2
*===========================end====================================

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17.2 OLS
1-5 -
OLS
*===========================begin====================================
drop _all
rndexp 20 1 //xe
gen y=12+5*x1+10*x2+3*x3+x4+xe /*
E(u|X)=0, Var(u|X)=9*/
reg y x1 x2 x3 x4
/*X210
95%*/
/*OLS
OLS
*/
capt prog drop _all
prog bb
drop _all
rndexp 20 1
//
gen y=12+5*x1+10*x2+3*x3+x4+xe
end
simulate _b,reps(200) :bb
sum
//OLS
hist _b_x2
pnorm _b_x2 //,
swilk _b* //
*===========================end====================================
17.3 OLS
1-5 6
100OLS
*===========================begin====================================
drop _all
rndexp 10000 1 //xe
gen y=12+5*x1+10*x2+3*x3+x4+xe /*
*/
reg y x1 x2 x3 x4
/*X21095%*/
/*OLS
OLS
*/
capt prog drop _all
prog bb

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drop _all
//
rndexp 10000 1 //xe
gen y=12+5*x1+10*x2+3*x3+x4+xe
end
sum _b_x2
//OLS
qnorm _b_x2
//,
swilk _b* //
*===========================end====================================
1-56
OLS
*===========================begin====================================
mat m=(3,4,5,0)
mat sd=(9,9.6,0.01,0\9.6,16,12,0\0.01,12,25,0\0,0,0,1)
capt prog drop _all
prog bb
drop _all
//
//
gen y=12+5*x1+10*x2+3*x3+x4+u
end
capt prog drop bb2
prog bb2
drop _all
rndexp 20 1
//
gen y=12+5*x1+10*x2+3*x3+x4+xe
end
//
capt prog drop bb3

prog bb3
drop _all
rndexp 10000 1
//
gen y=12+5*x1+10*x2+3*x3+x4+xe
end
//
simulate _b, reps(200) :bb

mkmat _b_x2,mat(A)
simulate _b, reps(200): bb2
mkmat _b_x2, mat(B)
mat A=(nullmat(A),B)

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simulate _b,reps(200) :bb3

mkmat _b_x2, mat(B)
mat A=(nullmat(A),B)
svmat A
pnorm A1 //OLS
pnorm A2 //OLS
pnorm A3 //OLS
swilk A*
//
sum A*
//
*===========================end====================================
17.4
OLS
*===========================begin====================================
*
capt prog drop _all
prog bb
drop _all
gen y=12+5*x1+10*x2+5*x2^2+3*x3+x4+u
//
end
simulate _b,reps(200) : bb
sum _b_z
//OLS
*===========================end=====================================
*===========================begin====================================
*
gen y=12+5*x1+10*x2+5*x2^2+3*x3+x4+u
//
ovtest
//
ovtest, rhs
gen z=x2^2
quietly reg y x1 x2 z x3 x4
//
sum _b_z
//OLS
*===========================end=====================================

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17.5
OLS
*===========================begin=============================
drop _all
drawnorm x2 x3 x4,n(1000) means(m) cov(sd)
gen y=5*x1+10*x2+3*x3+x4+u /**/
sort y
keep in 1/50
/**/
reg y x1 x2 x3 x4
/*1095%*/
*===========================end====================================
*================truncated model===========begin==================
drop _all
drawnorm x2,n(1000)
gen y=-5+10*x2+u /**/
drop if y<0
reg y x2
/*1095%*/
truncreg y x2,ll(0)
*===========================end====================================
*================sensored model===========begin==================
drop _all
drawnorm x2,n(1000)
gen y=-5+10*x2+u /**/
replace y=0 if y<0
reg y x2
/*1095%*/
truncreg y x2,ll(0)
*===========================end====================================
*===========================begin==================
drop _all
drawnorm x2,n(1000)
gen y=-5+10*x2+u /**/
replace y=-10000 in 100
reg y x2
/*1095%*/
rreg y x2
*===========================end====================================

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17.6
OLS
*===========================begin====================================
* E(u|x) !=0
capt prog drop _all
prog bb
drop _all
gen y=12+5*x1+10*x2+3*x3+x4+u
//x1
end
sum
//OLS
*
capt prog drop _all
prog bb
drop _all
gen y=12+5*x1+10*x2+3*x3+x4+u
//x4
end
simulate _b,reps(200) : bb
sum
//OLS
*===========================end====================================
17.7
*===========================begin====================================
drop _all
gen y=12+5*x1+10*x2+3*x3+x4+u
gen x5=3*x2+x1
reg y x1 x2 x3 x4 x5
//STATA
*===========================end====================================
17.8
15 16

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STATA 18
18 4
18.1
/*
testscore=a+b*classsize+u
caschool.dta
1998-1999 420 K6 K8 , 9
*/
*===========================begin====================================
*
clear
cap log close
*************************************************************
* stock 2006 12 24
*************************************************************
log using scoresize.log,replace
set more off
***********************************
*
cd F:\\STATA
use caschool.dta
*******************************
* dist_code
* Read_scr --
* Math_scr --
* County --
* District
* gr_span
* enrl_tot
* teachers
* computer
* testscr (= (read_scr+math_scr)/2 )
* comp_stu ( = computer/enrl_tot)
* expn_stu
4
stock introduction to Economitrics

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* str (teachers/enrl_tot)
* el_pct
* Meal_pct
* clw_pct
* aving (in $1000's)
***** 1998 420 ******
sum str str
//
pctile pct_tsc = testscr, nq(20) genp(pctx)
// 20
pctile pct_str = str, nq(20)
list pctx pct_str pct_tsc in 1/20
** 10 17.3, 10% 17.3.
**********
cor str testscr
*-0.23,
***** ******
tw (scatter testscr str,sort) (lfit testscr str)
***********
reg testscr str, r
/*-2.28, 1 2.28
19.7,
654.5 2 50
10 4.6 60
*/
gen d = (str<20)
reg testscr d, r
/* 1998 420
2 4.6
50 60
5% 0.
0 0.001%
OLS

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18.2
*/
use caschool.dta, clear
*******************************************
/*20
t*/
gen str_20 = (str<20)
//
gen ts_lostr = testscr if str_20==1
gen ts_histr = testscr if str_20==0
xtile elq=el_pct,nq(4)
table str_20 elq,c(mean testscr) format(%5.2f)
ttest ts_lostr=ts_histr, unp une
//t
by elq,sort: ttest ts_lostr=ts_histr, unp une //t
anov testscr str_20
//
/*
7.41%
1.34.3
4.91.9
*/
*********************************************
reg testscr str, r
//
esti store model1
reg testscr str el_pct, r //
esti store model2
/*OLS-1.10,-2.28
1
*/
/*

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*/
replace expn_stu = expn_stu/1000
//
reg testscr str expn_stu el_pct, r
esti store model3
/*
-0.29,
*/
test str expn_stu
/*F5.43,1%
*/
******* **************************************************
cor testscr str expn_stu el_pct meal_pct calw_pct
**************************************************
reg testscr str, r
esti store model1
reg testscr str el_pct, r //
esti store model2
reg testscr str el_pct meal_pct, r //
esti store model3
reg testscr str el_pct calw_pct, r //
esti store model4
reg testscr str el_pct meal_pct calw_pct, r
esti store model5
esti table model*, stats(r2_a N) b (%5.2f) se (%5.3f)
/*
5%
25
1 1
0.049,
R 3 0.773.
5
5%3
18.3
*/
*

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STATA 18
use caschool.dta, clear

***** ************
gen avginc2 = avginc*avginc
gen avginc3 = avginc2*avginc
gen loginc = ln(avginc)
gen logtest = ln(testscr)
gen loginc2 = loginc*loginc
gen loginc3 = loginc2*loginc
gen histr = (str>=20)
gen hiel = (el_pct >= 10)
gen hisxhie = histr*hiel
gen strxhiel = str*hiel
gen strxelpc = str*el_pct
gen sttr2 = str*str
gen sttr3 = sttr2*str
gen str2hiel = sttr2*hiel
gen str3hiel = sttr3*hiel
reg testscr str el_pct meal_pct, r
//
esti store model1
reg testscr str el_pct meal_pct loginc, r //
esti store model2
reg testscr str hiel strxhiel, r //
esti store model3
test str strxhiel // F P
reg testscr str hiel strxhiel meal_pct loginc, r //
esti store model4
test str strxhiel
// F P
reg testscr str sttr2 sttr3 hiel meal_pct loginc, r //
esti store model5
test str sttr2 sttr3 // F P
test sttr2 sttr3 // F P
reg testscr str sttr2 sttr3 hiel strxhiel str2hiel str3hiel meal_pct loginc, r //
esti store model6
test str sttr2 sttr3 strxhiel str2hiel str3hiel // F P
test strxhiel str2hiel str3hiel
// F P
reg testscr str sttr2 sttr3 el_pct meal_pct loginc, r //
esti store model7
test str sttr2 sttr3 // F P
esti table model*, stats(r2_a N) b (%5.2f) se (%5.3f)
/*12
1% 0,-0.73,
1%
4 5%

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STATA 18
5
1%
6
F 1%
75
5
1%
18.4
*/
***********************************;
use mcas.dta, clear
* code
District Code (numerical)
* municipa
Municipality (name)
* district
District Name
* totsc4
4th grade score (math+english+science)
* totsc8
8th grade score (math+english+science)
* regday
Spending per pupil, regular
* specneed
Spending per pupil, special needs
* bilingua
Spending per pupil, bilingual
* occupday
Spending per pupil, occupational
* tot_day
Spending per pupil, Total
* tchratio
Students per Teacher
* s_p_c
Students per Computer
* spec_ed
% Special Education Students
* lnch_pct
% Eligible for free/reduced price lunch
* avgsalry
Average Teacher Salary
* percap
Per Capita Income
* pctel
Percent English Learners

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STATA 18
******************************;
* rename variables -- same as CA dataset
gen str = tchratio
gen testscr=totsc4
gen el_pct = pctel
gen avginc = percap
gen meal_pct = lnch_pct
gen avginc2 = avginc*avginc
gen avginc3 = avginc2*avginc
gen loginc = ln(avginc)
gen hiel = (el_pct > 0)
gen strxhiel = str*hiel
gen sttr2 = str*str
gen sttr3 = sttr2*str
***************;
sum testscr str el_pct meal_pct avginc
sum el_pct, d
**** 4*************
reg testscr str, r
esti store m1
reg testscr str el_pct meal_pct loginc, r
esti store m2
reg testscr str el_pct meal_pct avginc avginc2 avginc3, r
esti store m3
test avginc2 avginc3
reg testscr str sttr2 sttr3 el_pct meal_pct avginc avginc2 avginc3, r
esti store m4
test str sttr2 sttr3
test sttr2 sttr3
reg testscr str hiel strxhiel meal_pct avginc avginc2 avginc3, r
esti store m5
test str strxhiel
test hiel strxhiel
reg testscr str meal_pct avginc avginc2 avginc3, r
esti store m6
esti table m*, stats(r2_a N) b (%5.2f) se (%5.3f)
/*
2 1.1%
15.8%
420 220
3
1 68%-0.7 -0.6
2 1% 5%

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STATA 18
2
0.076, 2 0.085. 2
0.08
12
95%
OLS
OLS
1 A
B C
A B C
3A X
B
4 heckman.
5
A B
OLS
1 2
HAC
1990 1998/1999

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STATA 18
18.5
20 80 1200
Student-Teacher Achievement, STAR
STAR 1985-1986
2225
1317
6400
108 101 99 4 80
11600
10%
01smallclass2regaide+u
tscorek sck rak ,
*/
**************************************************
use star_sw.dta, clear
************************************************
*----- ----sum tscorek sck rak if stark==1
reg tscorek sck rak if stark==1, r
*----- ----sum tscore1 sc1 ra1 if star1==1
reg tscore1 sc1 ra1 if star1==1, r
/*
13.9
0.31 1%
*/
*******************************
preserve
keep if stark==1
reg tscorek sck rak, r
est store m1

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STATA 18
reg tscorek sck rak totexpk, r // totexpk

est store m2
areg tscorek sck rak totexpk, r absorb(schidkn) //
esti store m3
* boy freelunk black, other,
areg tscorek sck rak totexpk boy freelunk black other, r absorb(schidkn)
esti store m4
esti table m*, stats(r2_a N) b (%5.2f) se (%5.3f)
table sck,c(m totexpk m boy m freelunk m black m other)
log close
*==========================end====================================
/*
R 2.45 2.16*/

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STATA 18
clear
matrix m=(1,2,3,4)
drawnorm x1-x4,n(1000) m(m) //
gen n=_n
reshape long x,i(n) j(m)
gen y=x
replace y=. if y>=4
//4
gen z=normalden(y,m,1)*(1-normal(y-m)) //
g f=normalden(x,m,1)
tw (line f z x,sort) (kdensity y) ,by(m) xline(4)
clear
matrix m=(1,2,3,4)
drawnorm x1-x4,n(1000) m(m)
gen n=_n
reshape long x,i(n) j(m)
gen y=x
replace y=4 if y>=4
//4
gen z=normalden(y,m,1)*(1-normal(y-m))
g f=normalden(x,m,1)
tw (line f z x,sort) (kdensity y) ,by(m) xline(4)

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STATA

5.4 string functions..................................................................................................50

(2) D:/stata9>> wsestata>> sn

use "D:\Stata9\auto.dta", clear

. use "D:\Stata9\auto.dta", clear

. findit scat3, net

. use auto, clear

. sum price weight

. scatter price weight

. set memory 10m

set memory 10m

use /**/ auto, clear

set memory 20m

list [varlist] [if] [in] [, options]

. list make price if foreign==1 & price>10000

. sum score [weight=num] /* sum score

SAS SPSS SAS

double -8.9884656743*10^307 8.9884656743*10^307

244 str# str20

.list nincom income

.tostring year day, replace //

.format pop %11.0gc

3.5 STATA input

var1 >> id>> label >>

>> student >>

. insheet using 3origin.txt, clear

outsheet using myresult.txt

rename gender sex

label data 2004

label var name

label values gender genderlb

save mydata, replace

label var gender 1= 2=

file mydata.dta already exists

append using math

merge id using math

reshape long inc,i(id) j(yr)

*- mydata student-------------------cd d:/mydata/

save student, replace // student

*---------------- mydata female-------------------use mydata, clear // 3

*- female male mydata1-------use male, clear // male

*--------- mydata2--------use economy,clear //

reshape long inc,i(id) j(yr)

*--------- mywide --------use mywide, clear

use mylong, clear

province gdp2000-gdp2005 income2000-2005

. gen agegrp3=(age==65) if age<. // 65

. list price foreign if (price>10000 | price<4000) & forei==0

int(5.6) = 5, int(-5.2) = -5.

5.3 math functions

. sysuse auto, clear

5.4 string functions

gen na1=strpos(a, "1")!=0

gen na2=strpos(a, "2")!=0

family.dta hhid age

use family, clear

capture program drop progname

hello not found

6.3 Macros: local/global

captu prog drop listargs

captu prog drop listargs

6.6 :tempvar tempfile

inc cash food

double -8.988465674310^307 8.988465674310^307