Using Stata for Survey Data Analysis
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probit y x1 x2 x3
run a probit with y as dependent and x’s as independent
probit x1 x2 x3, robust
run a “robust” probit (weaker assumptions about error)
dprobit y x1 x2 x3 if reg4 ==1
run the probit in one region only
predict
This command can be used to obtain predictions, residuals, etc., after regression analysis.
predict newvarname [if exp] [in range] [, options]
Two of the most common options are:
xb
predicted values of y are put in newvarname
e
residuals of the regression are put in newvarname
For example:
regress y x1 x2 x3
predict yhat, xb
creates variable yhat with predicted values
predict e, resid
creates variable e with residuals
probit poverty agehead sexhead housing
predict index, xb
creates variable index with the value of sum of XB
predict phat
creates variable phat with the predicted probability
test
This command tests hypotheses about the estimated parameters from the most recently estimated
model. For example,
regress y agehead female educ region1 region2 region3 region4
test region1=region2
test hypothesis that region1 coef = region2 coef
test educ=.1
test hypothesis that educ = 0.1
test region1 region2 region3 region4
test of hypothesis that four region dummies are zero
If you want to test the hypothesis that a set of related variables are all equal to zero, you can use the
related testparm command:
testparm region*
test of hypothesis that all region* dummies are zero
ovtest
Regression analyis generates the best unbiased linear estimates of the “true” coefficients provided that
some assumptions are satisfied. One assumption is that there are no missing variables that are
correlated with the error term. This command performs a Ramsey RESET to test for omitted
variables (misspecification). The syntax is:
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