...Appendix II: STATA Preliminary STATA is a statistical software package that offers a large number of statistical and econometric estimation procedures. With STATA we can easily manage data and apply standard statistical and econometric methods such as regression analysis and limited dependent variable analysis to crosssectional or longitudinal data. STATA is widely used by analysts working with household survey data. 1. Getting Started 1.1. Starting STATA Start a STATA session by double-clicking on the STATA icon in your desktop. The STATA computing environment comprises four main windows. The size and shape of these windows may be moved about on the screen. Their general look and description are shown below: It is useful to have the Stata Results window be the largest so you can see a lot of information about your commands and output on the screen. In addition to these windows STATA environment has a menu and a toolbar at the top (to perform STATA operations) and a directory status bar at the bottom (that shows the current directory). You can use menu and toolbar to issue different Poverty Manual, All, JH Revision of August 8, 2005 Page 170 of 218 STATA commands (like opening and saving data files), although most of the time it is more convenient to use the Stata Command window to perform those tasks. If you are creating a log file (see below for more details), the contents can also be displayed on the screen; this is sometimes useful if one needs to back up to...
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...STATA 十八讲１入门 STATA 十八讲 中国人民大学 陈传波 chrisccb@126.com 1 STATA 十八讲１入门 目录 STATA十八讲 ....................................................................................................................................1 目录 ..................................................................................................................................................2 前 言 ..............................................................................................................................................6 1 STATA入门.....................................................................................................................................9 1.1 安装.....................................................................................................................................9 1.2 启用和退出.........................................................................................................................9 1.3 打开和查看数据...............................................................................................................11 1.4 寻求帮助与网络资源.......................................................................................................12 1.5 命令示例...........................................................................................................................13 1.6 几个环境设置...................................................................................................................14 1.7 复习和练习...........................................
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...De acuerdo a la prueba F de la regresión, se puede ver que el modelo es estadísticamente significativo ya que su valor es menor a 0.05 (su valor es 0.0000), de manera que este modelo logra explicar relaciones entre variables. La Hipótesis 1 plantea que los estudiantes de derecha tienden a tener actitudes más fuertes en contra de la democracia liberal que los estudiantes de izquierda. De acuerdo a este modelo, la variable ideología (l1) se encuentra relacionada de forma positiva con las actitudes en contra de la democracia liberal (variable iliberal) dado que el valor T de la ideología es 5.87. Teniendo en cuenta este valor se puede ver entonces que cuando la ideología de un estudiante aumenta (hacia el espectro de derecha), las actitudes en contra de la democracia liberal aumentan en 1.53. Esto demuestra que la hipótesis es válida. La Hipótesis 2 plantea que quienes evalúan mejor el trabajo del gobierno actual tienen actitudes más fuertes en contra de la democracia liberal. De acuerdo a este modelo, la evaluación del gobierno actual (m1ar) no se encuentra relacionada con las actitudes en contra de la democracia liberal (iliberal) dado que su valor T es -0.44. Este valor muestra que no hay una relación existente entre estas dos variables, de manera que son independientes la una de la otra y así, se rechaza la hipótesis. La Hipótesis 3 plantea que quienes evalúan mejor el trabajo del gobierno anterior tienen actitudes más fuertes en contra de la democracia liberal. Teniendo...
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...上海大学 20 4 ～ 2015 学年 秋季学期研究生课程考试 课程名称： Econometrics 论文题目（Title）: 研究生姓名(Name): Hoang Thi Lan Huong 学号(ID): 14760006 研究生班级： 留学生班 成 绩: 任课教师: 叶明确 评阅日期: 1. Introduction (Background and Purpose) The data use for this paper was constructed in the following way. The data are drawn from the OPE Campus Safety and Security Statistics website database to which crime statistics (as of the 2010 data collection) are submitted annually, via a web-based data collection, by all postsecondary institutions that receive Title IV funding (i.e., those that participate in federal student aid programs). This data collection is required by the Jeanne Clery Disclosure of Campus Security Policy and Campus Crime Statistics Act and the Higher Education Opportunity Act. The outcome of this process was that the enrolments is not influenced significantly by the price or living conditions of the campus. When reading some articles I was personally very surprised about this since normally the living conditions should be influent more than the other factors in the enrolments. Based on this, I was very interested which other factors influence to students’ decisions. That is why I chose this dataset to analyze for the final term paper in the course of econometrics. 2. Multiple regressions 2.1 Data source The numerous data used in this paper (reference see below), consists of observations on six variables. The variables are: • enroll ...
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...Stata Guide (Version 10) Sunaina Dhingra This guide introduces the basic commands of Stata. 1. Starting Stata Start Stata by using shortcut on the desktop that you can double-click Start Stata using the Windows menu, click the Start > All Programs > Stata 10 Locate a Stata data file, with *.dta extension, and double-click 2. Stata environment Command—this is where Stata command are typed Results—output from commands, and error messages, appear here Review—a listing of commands recently executed Variables—names of variables in data and labels (if created) 3. Recording Output a. Log file Log file keeps track of everything that happens in the result window. In short, it keeps a record of the commands you have issued and their results during your session. In STATA log files have the extension .smcl or .log Go to File > Log > Begin to open a log file. A screen will pop up, asking for where you want the log file to be saved. Use command: log using filename [, append replace text] where filename is any name you wish to give the file. The append option simply adds more information to an existing file, whereas the replace option erases anything that was already in the file. Full logs are recorded in one of two formats: SMCL (Stata Markup and Control Language) or text (meaning ASCII). The default is SMCL, but the option text can change that. If you want to temporarily turn off the log session, type log off in the command window. The session will resume...
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...management control system case analysis solution and analysis Analog Devices, Incorporated: Microelectromechanical Systems (MEMS) From a conference room on the top floor of the four-story semiconductor manufacturing facility, Ray Stata briefly took in the view of the Massachusetts Institute of Technology (MIT) campus. In particular, he noticed the building under construction that would soon bear his name. Asked how this particular honor felt, Mr. Stata responded with a humble shrug. However, when asked about the Microelectromechanical Systems (MEMS) business, Mr. Stata was willing to show considerable pride. Mr. Stata was Chairman of Analog Devices, Incorporated (ADI), a company which he co-founded in 1965. MEMS was one division. He had invested a tremendous amount of personal attention and energy to the success of MEMS – and risked his reputation. In fact, without his vision and dedicated leadership, this ambitious, entrepreneurial effort would have collapsed under mounting losses several years earlier. During one three-year stretch, from 1997 to 2000, Mr. Stata had decided to simultaneously serve as Chairman of ADI and General Manager of the MEMS division in order to keep the venture alive. In 2002, Mr. Stata regarded the MEMS business as a jewel. With worldwide technical supremacy that had been built over fifteen years, the business was profitable, and the long-term growth prospects appeared tremendous. Still, he readily acknowledged that many...
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...CHANGE MANAGEMENT IN ACTION Transforming the corporate culture at Heinz Australia The Heinz Company's association with Australia began back in the 1880s when Heinz products were first imported from the USA to feed the American miners who came to work in the goldfields. Production first began in Australia in 1935 when Heinz (US) leased a factory in Richmond, Melbourne. During World War II Heinz began operating a factory in Devonport, and, from 1943 to 1946, the company sold 86 per cent of its production to the Commonwealth Government for supply to all the armed services. Postwar, Heinz Australia continued to expand, establishing new factories and acquiring numerous companies from the 1970s through to the 1990s. In 1998 Heinz Australia merged with Heinz–Watties, New Zealand. In 2003 the Heinz Watties Australasian business was restructured into three separate business units: HJ Heinz Australia, Tegal Foods New Zealand, and Heinz Watties New Zealand. It currently employs around 800 people in Australia and 1200 in New Zealand. With the restructure in 2003, Peter Widdows was appointed Managing Director of Heinz Australia and the company moved into its new head office at Southbank, Melbourne. In February 2009 Widdows was appointed Chief Executive Officer of Heinz Australasia (Japan, Australia, New Zealand and Korea). The phenomenal success of Heinz in Australia and its influence on Heinz businesses in the Pacific region over the last six years are largely credited to the transformational...
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...Respuestas: Ejercicio 1: a)Sin lugar a dudas, los resultados coinciden con los de Mroz. Por el otro lado, encontramos un valor sospechoso en la variable WHRS. En particular, el máximo es de 4950 horas trabajadas en el año 1975. Es decir, esta cantidad de horas no es común (si suponemos que trabajasen un promedio de 10 horas por día harían falta 495 días). b) WALas mujeres que trabajaron eran más jóvenes pero, como hay solo 1 año de diferencia fue considerado irrelevante. WE En promedio, las mujeres que trabajan poseen 1 año más de educación pero nuevamente no es relevante ya que ese año no hace la diferencia. K618 En este caso, los valores coinciden HA El valor de la media difiere muy poco HE En este caso es lo mismo HHRS En este caso, las horas trabajadas por el esposo son mayores cuando la mujer notrabaja, entendible al ser el único individuo que se encarga de mantener el hogar. KL6 En cuanto a esta variable, es entendible que sea mayor cuando la mujer no seencuentra trabajando ya que le dedica más tiempo a la crianza de sus hijos. HW Con respecto al salario del esposo, este es mayor cuando la esposa no trabaja. Respecto al salario de reserva de las mujeres, este es mayor cuando tiene hijos pequeños (en estecaso<6 años). Es decir, para que la mujer trabaje, el salario del trabajo > salario de reserva que ellatiene y este último depende de la cantidad de hijos pequeños y del marido AX Esta variable muestra una gran diferencia entre la mujer que se encuentra...
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...out on your own how to use Stata in ways that are unfamiliar to you; therefore: NO consultation with other students allowed for this part of the assignment) This involves the use of the faculty salary data set faculty.dta, which is in the iSite Data tab. For each of questions (a) through (d), do the following: i. In 1 or 2 sentences, briefly summarize how you found the answer. ii. Give a URL or Stata manual-with-page-number or Stata help window or data-analysis-book-with-page-number (or the equivalent) that contains the answer. iii. Run the appropriate command and include the command and Stata output in your write-up. For some of the questions, a graph is produced, and should also be included in your write-up for this assignment. a) How can the Stata pwcorr command be used to find the significance level (i.e., p-value) for the test that the correlation between the variables salary and market is zero? i. Before beginning, we performed a Google search to better understand the correlation between variables. After loading the data file, we then entered the “pwcorr salary market, sig print (.05)” command. The University of Indiana Stata website was very helpful in both providing code and explanations. In this case, the correlation between salary and market test scores was positive, moderately strong, and statistically significant (r=.4072, p < .001). To find the significance level ii. http://kb.iu.edu/data/alya.html iii. The Stata code and results are: b)...
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...Regression Analysis (Spring, 2000) By Wonjae Purposes: a. Explaining the relationship between Y and X variables with a model (Explain a variable Y in terms of Xs) b. Estimating and testing the intensity of their relationship c. Given a fixed x value, we can predict y value. (How does a change of in X affect Y, ceteris paribus?) (By constructing SRF, we can estimate PRF.) OLS (ordinary least squares) method: A method to choose the SRF in such a way that the sum of the residuals is as small as possible. Cf. Think of ‘trigonometrical function’ and ‘the use of differentiation’ Steps of regression analysis: 1. Determine independent and dependent variables: Stare one dimension function model! 2. Look that the assumptions for dependent variables are satisfied: Residuals analysis! a. Linearity (assumption 1) b. Normality (assumption 3)— draw histogram for residuals (dependent variable) or normal P-P plot (Spss statistics regression linear plots ‘Histogram’, ‘Normal P-P plot of regression standardized’) c. Equal variance (homoscedasticity: assumption 4)—draw scatter plot for residuals (Spss statistics regression linear plots: Y = *ZRESID, X =*ZPRED) Its form should be rectangular! If there were no symmetry form in the scatter plot, we should suspect the linearity. d. Independence (assumption 5,6: no autocorrelation between the disturbances, zero covariance between error term and X)—each individual should be independent 3. Look at the correlation between two variables by drawing...
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...STATA USER’S GUIDE RELEASE 13 ® A Stata Press Publication StataCorp LP College Station, Texas ® Copyright c 1985–2013 StataCorp LP All rights reserved Version 13 Published by Stata Press, 4905 Lakeway Drive, College Station, Texas 77845 Typeset in TEX ISBN-10: 1-59718-115-3 ISBN-13: 978-1-59718-115-0 This manual is protected by copyright. All rights are reserved. No part of this manual may be reproduced, stored in a retrieval system, or transcribed, in any form or by any means—electronic, mechanical, photocopy, recording, or otherwise—without the prior written permission of StataCorp LP unless permitted subject to the terms and conditions of a license granted to you by StataCorp LP to use the software and documentation. No license, express or implied, by estoppel or otherwise, to any intellectual property rights is granted by this document. StataCorp provides this manual “as is” without warranty of any kind, either expressed or implied, including, but not limited to, the implied warranties of merchantability and fitness for a particular purpose. StataCorp may make improvements and/or changes in the product(s) and the program(s) described in this manual at any time and without notice. The software described in this manual is furnished under a license agreement or nondisclosure agreement. The software may be copied only in accordance with the terms of the agreement. It is against the law to copy the software onto DVD, CD, disk, diskette, tape,...
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...no. 2-0018 Analog Devices, Incorporated: Microelectromechanical Systems (MEMS) From a conference room on the top floor of the four-story semiconductor manufacturing facility, Ray Stata briefly took in the view of the Massachusetts Institute of Technology (MIT) campus. In particular, he noticed the building under construction that would soon bear his name. Asked how this particular honor felt, Mr. Stata responded with a humble shrug. However, when asked about the Microelectromechanical Systems (MEMS) business, Mr. Stata was willing to show considerable pride. Mr. Stata was Chairman of Analog Devices, Incorporated (ADI), a company which he co-founded in 1965. MEMS was one division. He had invested a tremendous amount of personal attention and energy to the success of MEMS – and risked his reputation. In fact, without his vision and dedicated leadership, this ambitious, entrepreneurial effort would have collapsed under mounting losses several years earlier. During one three-year stretch, from 1997 to 2000, Mr. Stata had decided to simultaneously serve as Chairman of ADI and General Manager of the MEMS division in order to keep the venture alive. In 2002, Mr. Stata regarded the MEMS business as a jewel. With worldwide technical supremacy that had been built over fifteen years, the business was profitable, and the long-term growth prospects appeared tremendous. Still, he readily acknowledged that many of his colleagues disagreed with his assessment that the business was an unqualified...
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...Econometrics (Economics 360) Syllabus: Spring 2015 Instructor: Ben Van Kammen Office: Krannert 531 Office Hours: Friday, 10 a.m.-noon Email: bvankamm@purdue.edu Meeting Location: KRAN G010 Meeting Days/Times: TR 1:30-2:45 p.m. (001) TR 3-4:15 p.m. (002) TR 4:30-5:45 p.m. (003) Course Description This is an upper division economics course required for students pursuing a BS in economics. It is one of the few courses that explicitly covers empirical methods, i.e., the analysis of observed economic behavior in the form of data. Empirics stand in contrast to theory, e.g., micro and macro, about how agents behave. Despite this under-representation, empirical analysis comprises a large part of economists’ workload and is one of the most practical skills that an economics student can learn. Course Objectives In this class students will: 1. perform statistical and practical inference based on the results of empirical analysis, 2. identify useful characteristics of estimators, e.g., unbiasedness, consistency, efficiency, 3. state predictions of theoretical economic models in terms of testable hypotheses, 4. model economic relationships using classical methods, such as Ordinary Least Squares, derive the properties of estimators related to these methods, and 5. perform estimation using methods discussed in class using software, 6. perform diagnostic tests that infer whether a model’s assumptions are invalid, 7. evaluate empirical models based on whether their resulting estimators...
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...Mgmt 469 Practice Using Stata; Estimating CAPM In this tutorial, you will use monthly returns on several assets to compute stock betas. (The data is from 1978-1987.) Be sure to do steps 1-4. Steps 5-10 require navigating folders. This may prove tricky and can be skipped if you like. 1) You have three options for getting the data. Option (a) is much preferred for now. I will assume that you choose option (a) for this practice project. a) I will send you the data as attachments to an email. You can then save the files to the folder of your choice on the lab computer (or your own computer if you own Stata.) b) You can find the link on the course page. If you choose this option, please save the data to another folder. Do not work with the original data set. cd path:\folder save mycapmfile I will assume you have selected option (a). You should now open Stata (as you would any other program) and then open the capm.dta Stata file (again, as you would with any other file.) 2) Create new variables representing the risk premia for the market and for General Foods ge rpmarket=market-riskfree ge rpgenmills=genmills-riskfree 3) Obtain some summary statistics su riskfree market genmills or, better yet, su riskfree, de (this provides detailed statistics) Which has the highest return? Which has the lowest variance? Are you surprised? 4) Compute beta. Regress rpgmills on rpmarket: regress rpgenmills rpmarket At this point, your Stata screen should look something like the next page (the location...
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...no. 2-0018 Analog Devices, Incorporated: Microelectromechanical Systems (MEMS) From a conference room on the top floor of the four-story semiconductor manufacturing facility, Ray Stata briefly took in the view of the Massachusetts Institute of Technology (MIT) campus. In particular, he noticed the building under construction that would soon bear his name. Asked how this particular honor felt, Mr. Stata responded with a humble shrug. However, when asked about the Microelectromechanical Systems (MEMS) business, Mr. Stata was willing to show considerable pride. Mr. Stata was Chairman of Analog Devices, Incorporated (ADI), a company which he co-founded in 1965. MEMS was one division. He had invested a tremendous amount of personal attention and energy to the success of MEMS – and risked his reputation. In fact, without his vision and dedicated leadership, this ambitious, entrepreneurial effort would have collapsed under mounting losses several years earlier. During one three-year stretch, from 1997 to 2000, Mr. Stata had decided to simultaneously serve as Chairman of ADI and General Manager of the MEMS division in order to keep the venture alive. In 2002, Mr. Stata regarded the MEMS business as a jewel. With worldwide technical supremacy that had been built over fifteen years, the business was profitable, and the long-term growth prospects appeared tremendous. Still, he readily acknowledged that many of his colleagues disagreed with his assessment that the business was an unqualified...
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