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

2. 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

3. Ventanas de Stata 3 2 4 1

4. 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)

5. 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|.]

6. 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

7. Expresions
Operators
Functions
help functions
Errors

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

9. 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]

10. 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

11. 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 }

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

13. Matrix: commands
Operators
Functions
help matrix functions

14. 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) …]

15. 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

16. 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'

17. 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