Econometrics 704 Emilio Cuilty 1. Introduction to Stata Econometrics 704 Emilio Cuilty

Stata Stata versions: On the available Memory (IC, SE, MP) Sata works directly with the memory of the CPU Uses both commands and Windows New shortcuts available online Differentiates between upper and lower cases

Ventanas de Stata 3 2 4 1

Data File extension is .dta Thousands (,) and decimals (.) Commands for memory management: Show memory: query memory Change memory: set memory #[b|k|m|g] [, permanently] Change max variables: set maxvar # [, permanently] Open an existent data in the directory: auto.dta Window: File/Open Comand: use filename [, clear nolabel] (use F:/auto.dta)

Data Erase data set: clear Description of the data: window: Data/Describe data/Describe data in memory Command: describe Creating/editing: Editor Types: string, numeric, labeled numeric Missing values:: numeric (.) Labels: Variable: label variable varname ["label"] Values: Define: label define lblname # "label" [# "label" ...] Asiggment: label values varlist [lblname|.]

Command Sintax Help: help, search (web) Basic sintax: [prefix: ] command [varlist] [=exp] [if exp] [in range] [weight] [, options] […]: Options and qualifiers prefix: repeats execution of a command or modifies either the input or output of the command varlist: variable list command: Stata command exp: algebraic expression range: observation range weight: How to weight obs options: options for that command

Expresions Operators Functions help functions Errors

Examples: Commands Descriptive Stats:: summarize [varlist] [if] [in] [weight] [, options] Examples: sum by foreign: sum length sum length if price>=6165.257 sum length price in 1/10 Frequency table: tabulate varname [if] [in] [weight] [, options] Show values of expressions and scalars: display [“”] [exp]

Variables, observations Create generate: generate [type] newvar[:lblname] =exp [if] [in] egen: egen [type] newvar = fcn(arguments) [if] [in] Remplace replace: replace oldvar =exp [if] [in] delete/lkeep (drop/keep) Variables: {drop|keep} varlist Observations: {drop|keep} if exp Observations Rnge.: {drop|keep} in range [if exp]

do and log files do File with a list of commands to execute Is a text file with extension .do To introduce comments in the file: *texto, //texto// To run a do file: {do|run} filename [, nostop ] Log File that keeps track on the results window Extension .log Start a log: log using filename [, append replace [text|smcl] ] Close a log: log close See the log: view filename.smcl

Scalars Save a unique number or text A Common use if for saving estimates Create: scalar scalar_name = exp List content: scalar { dir | list } [ _all | scalar_names ] delete: scalar drop { _all | scalar_names }

Matrix Stata saves number or text matrixes Two ways: command ( usually using the prefix matrix) Mata program Start program: mata Back to stata: end

Matrix: commands Operators Functions help matrix functions

Matrices: Mediante comandos Create matrix matrix_name = {matrix_expression, (#,..,# \ #,..,# \ #,..,#)} (, ): column (\): row See: matrix list matrix_name Directory: matrix dir Rename: matrix rename oldname newname delete: matrix drop {_all | matrix_name} Choose submatrix: matrix A = B[ri..rj, ck..cs] replace: matrix A[ri..rj, ck..cs] = B Matrix to Variable: svmat A Variable to Matrix: mkmat varlist [if] [in] [, matrix(matname) …]

Using results from Stata commands r clase e clase From data, but not from estimation Are saved in r() Dissapear after another command is used Example: use auto sum mpg return list scalar rango = r(max) – r(min) display “mpg range = ” rango From estimation Saved in e() Example: regress mpg price weight ereturn list matrix b = e(b) matrix list b

Macros global local global variables “trunk weight length” Characters list Reduces the burden of coding Two types: local: only available in do file or in one session global: once defined available across do files or sessions Ejs: global local global variables “trunk weight length” sum $variables local variables “trunk weight length” sum `variables'

Looping commands Ways of repeating the same command several times foreach: Repeats over a list of items forvalues: Repeats over consecutive numbers while: Repeats command until a condition is met