regress depvar varlist [if exp] [in range] [options]
where
depvar
is the dependent variable
varlist
is the list of independent variables
The regress command has many options for specifying the type and format of the output. Type “help
regress” for more information. Some examples of the command:
regress y x1 x2 x3 x4 x5
regress y with x’s as independent variable
regress y x1 x2 x3 x4 x5 if region==1
same regression but only in one region
by region: regress y x1 x2 region*
region* means all variables starting with region
Example 23 presents the results of a regression analysis of the determinants of food expenditure using
the merged data from the household.dta file and the food expenditure.dta file. The dependent variable
is the log of food expenditure per capita. The explanatory variables include the log of per capita
expenditure, stratum (whether or not the household is in an urban area), the household size, the sex of
the head of household, and two dummies to represent the west and central regions. For each
explanatory variable, the output includes six columns:
Coefficient:
The effect of a one unit change in the explanatory variable on the
dependent variable.
Standard error
A measure of the accuracy of the estimate of the coefficient
t statistics
The coefficient divided by the standard error. Generally, any t
statistics greater than 2 is considered statistically significant.
P > |t|
The probability that the coefficient is actually zero, given the data.
Any value of P less than .05 is considered statistically significant
95% confidence interval
Two columns showing the lower and upper limit of 95% confidence
interval. This means the data indicate that we can be 95% sure that
the true value lies between the upper and lower limit.
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