Subject index. Symbols β χ β...see regression, standardized coefficient *... see do-files, comments

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1 Subject index Symbols β χ β...see regression, standardized coefficient *... see do-files, comments +... see operators ==... see operators //... see do-files, comments # (factor-variable operator) ## (factor-variable operator) &... see operators ^... see operators ~... see operators... see operators :1 match :m match A Academic Technology Service.. see ATS added-variable plot additive index adjusted count R adjusted R ado-directories ado-files basics programming aggregate...see collapse Akaike s information criterion Aldrich Nelson s p all...43 alphanumerical variables... see strings analysis of variance...see regression angle() (axis-label suboption) ANOVA... see regression Anscombe quartet , 282, anycount() (egen function) append arithmetic mean... see average arithmetical expressions...see expressions ascategory (graph dot option) ASCII files , ATE...see average treatment effect ATS augmented component-plus-residual plot autocode() (function) autocorrelation... see regression, autocorrelation average , 174, 177 average marginal effects , 383 average partial effects...see average marginal effects average treatment effect avplots aweight (weight type) axis, labels , scales titles , transformations B b[name]...75, 262 balanced panel data balanced repeated replication

2 488 Subject index bands() (twoway mband option) bar (graph type) , 121, , 184 bar charts , 184 base category batch jobs...see do-files Bayesian information criterion bcskew Bernoulli s distribution... see binomial distribution beta...see regression, standardized coefficient beta distribution bias...209, 281 bin() (histogram option) binary variables.. see variables, dummy binomial distribution BLUE.. see Gauss Markov assumptions book materials...xxii xxiii bookstore boolean expressions...50, bootstrap box (graph type) , box plots , Box Cox transformation break... see commands, break browse by prefix , 58 59, 86 91, 102, 178 by() (graph option) by() (tabstat option) bysort byte (storage type) C c. (factor-variable operator) calculator... see pocket calculator caption() (graph option) capture categories causality cd center...see variables, center central limit theorem chi-squared likelihood-ratio Pearson classification tables clock position cmdlog CMYK CNEF coefficient of determination collapse...86 comma-separated values...see spreadsheet format command +....see commands, break command line...see windows, Command window commands abbreviations... 8, 42 access previous... 8 break... 8 e-class end of commands external , 449 internal , 449 long... see do-files, line breaks r-class search...16 comments...see do-files, comments component-plus-residual plot compound quotes compress compute...see generate cond() (function)...84, 460 conditional-effects plot , 360, conditions...see if qualifier confidence intervals connect() (scatter option) connected (plottype) contingency table...see frequency tables, two-way contract...66 Cook s D cooksd (predict option)

3 Subject index 489 correlation coefficient negative positive weak count R Counterfactual concept of causality see causality covariate... see variables, independent covariate pattern cplot cprplot Cramér s V csv... see spreadsheet format Ctrl+Break...see commands, break Ctrl+C... see commands, break cumulated probability function... see probit model D Data Editor data matrix data region data types... see storage types data-generating process data1.dta...5 datasets ASCII files combine , describe export hierarchical , import load...4 nonmachine-readable oversized panel data preserve rectangular reshape restore save...22, 433 sort... 9 date() (function) dates combining datasets by display format elapsed from strings variables dct (extension)...57 decode DEFF... see design effect DEFT... see design effect degrees of freedom... see df delete... see erase #delimit...32 density...189, describe... 2, 5 6 design effect destring...95 df dfbeta diary dictionary dir... 4, 21 directory change contents... 4, 21 working directory... xxiii, 3 4, 57 discard discrepancy...292, 373 discrete (histogram option) display... 51, 441 distributions describe grouped do (extension) do do-files analyzing basics comments create editors error messages execute exit from interactive work

4 490 Subject index do-files, continued line breaks master organization set more off...33 version control doedit...20, 26 dot (graph type) , , dot charts , double (storage type)...103, 111 drop... 6, 43.dta (extension)...57 dummy variables...see variables, dummy E e() (saved results) e(b)...75 e(v)...75 e-class... see commands, e-class edit efficiency egen elapsed dates...see dates, elapsed elapsed time... see time, elapsed EMF Encapsulated PostScript...see EPS encode endogenous variable...see variables, dependent enhanced metafile...see EMF Epanechnikov kernel EPS erase ereturn list error messages ignore...34 invalid syntax error-components model estat classification estat dwatson estat gof estat ic...367, 379 estimates restore estimates store esttab Excel files exit (in do-files) exit Stata...22 exogenous variable...see variables, independent exp() (function)...54 expand expected value export... see datasets, export expressions extensions F F test factor variables..29, , , 380, 382, 383 FAQ...16, 469 filefilter filenames Fisher s exact test five-number summary...177, 187 fixed format fixed-effects model float() (function) float (storage type) foreach , , 458 levelsof forvalues , free format frequencies absolute conditional relative frequency tables one-way two-way frequency weights...see weights function (plottype) functions , fweight (weight type) fxsize() (graph option) fysize() (graph option)

5 Subject index 491 G gamma coefficient Gauss curve... see normal distribution Gauss distribution...see normal distribution Gauss Markov assumptions GEE generalized estimation equations... see GEE generate , generate() (tabulate option)...168, gladder (statistical graph) gph (extension)...57 graph graph region...119, 130 graphs 3-D combining connecting points editor , , elements export multiple overlay print titles types weights grid lines...133, grouping by quantiles intervals with arbitrary width..173 intervals with same width GSOEP...xxiii, 5, 106, 108, , 223, 327, , 430 H help help files histogram , histogram (plottype) homoskedasticity...see regression, homoskedasticity Hosmer Lemeshow test Huber/White/sandwich estimator..298 I i. (factor-variable operator) , 382 if qualifier... 11, imargin() (graph combine option) import...see datasets, import importing... see data, import in qualifier... 9, inference causal , descriptive...201, statistical infile influential cases , inlist() (function)... 55, input inputting data inrange() (function)...55, insheet inspect int() (function) interaction terms , invnormal() (function)... 80, irecode() (function) iscale() (graph combine option) item nonresponse... see nonresponse iteration block J jackknife jitter() (scatter option) K kdensity...194, 205, kdensity (plottype) Kendall s tau-b kernel density estimator key variable

6 492 Subject index L label data labels, and values datasets display values , variables... 18, 108 legend , leverage , 373 lfit (plottype) likelihood likelihood-ratio χ likelihood-ratio test limits...3 line (plottype) , linear probability model...see regression, LPM linear regression... see regression linearity assumption , list ln() (function)...54 local... 73, local macro... see macro local mean regression loess... see LOWESS log() (function) log (scale suboption) log files finish recording...34 interrupt recording log commands SMCL start recording logarithm logical expressions... see expressions logistic logistic regression, coefficients command dependent variable diagnostic estimation fit logit logit model... see logistic regression logits loops foreach forvalues lower() (function) LOWESS , 370 lowess (plottype) lowess (statistical graph) LPM... see regression, LPM M m:1 match...see 1:m match macro extended macro functions local , manuals... xxiv margin() (graph option) marginal effects margins , , 318, 359, , , 383 marginsplot , , 318, 360, , marker, colors labels...119, options sizes symbols , master data match... see datasets, combine match type matrix (graph type) , 283, maximum... 10, maximum likelihood principle search domain mband (plottype) mdy() (function)...99 mdyhms() (function) mean... see average mean , , 239

7 Subject index 493 mean comparison test median median regression , median-trace memory... see RAM merge merge (variable) , metadata mi mi()... see missing() minimum...10, minutes() (function) missing (tabulate option) missing values... see missings missing() (function) , 305 missings coding definition encode in expressions set , ML...see maximum likelihood mlabel() (scatter option) mlabposition() (scatter option) mlabsize() (scatter option) mlabvposition() (scatter option) MLE... see maximum likelihood mlogit more off... 33, 209 MSS multicollinearity , 302 multinomial logistic regression multiple imputation mvdecode... 12, 106 mvencode N N , 102 n...87, 102 net install NetCourses newlist nonlinear relationships , nonresponse normal distribution , 212 density density function normal() (function) , 239 note() (graph option) notes null hypothesis...234, 239 null model numlabel numlist , O observations definition list odds odds ratio , odds-ratio interpretation OLS operators options , order ordered logistic regression... see proportional-odds model ordinal logit model...see proportional-odds model ordinary least squares... see OLS outreg outreg P package description panel data... see datasets, panel data PanelWhiz partial correlation... see regression, standardized coefficient partial regression plot...see added-variable plot partial residual plot... see component-plus-residual plot PDF

8 494 Subject index Pearson residual Pearson-χ percentiles... see quantiles PICT pie (graph type) , , 184 pie charts , 184 plot region , plotregion() (graph option) PNG pocket calculator portable document format...see PDF post-stratification weights.. see weights PostScript... see PS ppfad.dta PPS... see sample, PPS predict predicted values Pregibon s β... see β preserve primary sampling unit , 220 probability density function probability interpretation , 360 probability proportional to size... see sample, PPS probit probit model program define program drop programs and do-files debugging , defining in do-files naming redefining syntax , proportional-odds model PS pseudo R PSID...416, 430 PSU...see primary sampling unit pwd... 21, 57 pweight (weight type) Q quantile plot quantile regression quantiles quartiles quietly Q Q plots R r...see correlation coefficient r() (saved results) r(max) (saved result) r(mean) (saved result)...62, r(min) (saved result) r(n) (saved result) r(sd) (saved result) r(sum) (saved result) r(sum w) (saved result)...71 r(var) (saved result) r-class...see commands, r-class R RAM...3, random numbers...61, 80, random-effects model range() (scale suboption) RAW raw (extension)...57 raw data... see RAW rbeta() (function) , 243 recode... see variables, replace recode() (function) , 173 recode reference lines...119, regress...19, regression ANOVA table autocorrelation coefficient , command , control diagnostics fit homoskedasticity linear...19, LPM

9 Subject index 495 regression, continued multiple nonlinear relationships omitted variables panel data residuals simple standardized coefficient with heteroskedasticity replace , reshape residual (predict option) residual definition sum , residual sum of squares... see RSS residual-versus-fitted plot , , , 345 response variable...see variables, dependent restore Results window.. see windows, Results window resultsset return list reverse (scale suboption) Review window.. see windows, Review window RGB rnormal() (function) root MSE round() (function) rowmiss() (egen function) RSS rstudent (predict option) Rubin causal model... see causality runiform() (function)... 61, 80, , 207 running counter...87 running sum rvfplot S sample PPS sample, continued SRS...208, cluster multistage stratified two-stage sample sampling distribution , sampling probability , sampling weights...see weights SAS files , 402 save...22, 433 saved results... 62, 71 74, scatter (plottype) , 121 scatterplot scatterplot matrix...283, scatterplot smoother se[name] search secondary sampling unit selection probability...see sampling probability sensitivity separate set obs set seed sign interpretation significance test simple random sample... see sample, SRS SJ...16, 469 SJ-ados SMCL , smcl (extension)...57 SOEP...see GSOEP soepuse sort...9 sort (scatter option) specificity spreadsheet format SPSS files , 402 sqrt() (function)...54 SRS... see sample, SRS SSC...473

10 496 Subject index ssc install SSC-ados SSU... see secondary sampling unit standard deviation...10, 174 standard error...210, , 239 standard normal distribution...see normal distribution Stata Journal Stata Press Stata Technical Bulletin stata.toc Statalist statsby STB...16, 469 STB-ados stereotype model storage types...94, strings...406, 414 in expressions replace substrings storage type to dates to numeric variables strpos() (function) student s t distribution subinstr() (function) subscripts substr() (function) subtitle() (graph option) sum() (function) summarize , summarize() (tabulate option) summary graphs summary tables superposition...170, svy (prefix) , svyset symmetry plot symplot (statistical graph) syntax , syntax checks syntax diagram T tab-separated values... see spreadsheet format tab tab table tabstat tabulate tagged-image file format... see TIFF tau-b... see Kendall s tau-b Taylor linearization tempvar test test statistic text() (twoway option) textbox options tick lines , TIFF time display-format elapsed from strings title() (graph option) total sum of squares... see TSS total variance...see TSS trace TSS ttest two-way table... see frequency tables, two-way twoway (graph type) txt (extension)...57 U U-shaped relationship , uniform() (function)..see runiform() (function) uniform distribution unit nonresponse...see nonresponse update updating Stata upper() (function) use...4 using using data...420

11 Subject index 497 V V... see Cramér s V value labels... see labels, values valuelabel (axis-label suboption) variable list... see variables, varlist variables all allowed names categorical , 341 center... 29, 62, 72, , 305 definition delete... 6, 43 dependent dummy , , 272, generate , group identifier independent multiple codings names ordinal replace , temporary transformations , 286, 295, 298, varlist...8, Variables window... see windows, Variables window variance... see standard deviation variance of residuals... see RSS variation varlist... see variables, varlist vce(robust) version view W webuse... xxiv weights , whisker wildcards windows change windows, continued Command window... 1 font sizes...2 preferences... 2 Results window... 1 Review window... 1, 8 scroll back... 4 Variables window...1 windows metafile...see WMF WMF working directory... see directory, working directory X xlabel() (twoway option) xline() (twoway option) xls... see Excel files xtick() (twoway option) xscale() (twoway option) xsize() (graph option) xt commands xtgee xtick() (twoway option) xtitle() (twoway option) xtreg Y ylabel() (twoway option) yline() (twoway option) ytick() (twoway option) yscale() (twoway option) ysize() (graph option) ytick() (twoway option) ytitle() (twoway option) Z z transformation zip archive...xxiii